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Financial models with Levy processes and volatility clustering
[NT 42944] Record Type:
[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47354] Secondary Intellectual Responsibility:
RachevS. T.,
[NT 47351] Place of Publication:
Hoboken, N.J.
[NT 47263] Published:
Wiley;
[NT 47352] Year of Publication:
c2011
[NT 47264] Description:
xx, 394 p. ill. : 24 cm.;
[NT 47298] Series:
The Frank J Fabozzi series
[NT 47266] Subject:
Probabilities. -
[NT 47266] Subject:
Levy processes. -
[NT 47266] Subject:
Finance - Mathematical models. -
[NT 47266] Subject:
Capital assets pricing model. -
[NT 47265] Notes:
Includes index.
[NT 50961] ISBN:
978-0-470-48235-3bound
Financial models with Levy processes and volatility clustering
Financial models with Levy processes and volatility clustering
/ Svetlozar T. Rachev ... [et al.] - Hoboken, N.J. : Wiley, c2011. - xx, 394 p. ; ill. ; 24 cm.. - (The Frank J Fabozzi series).
Includes index..
ISBN 978-0-470-48235-3
Probabilities.Levy processes.Finance - Mathematical models.Capital assets pricing model.
Rachev, S. T.
Financial models with Levy processes and volatility clustering
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