An edition of Financial models with Lévy processes and volatility clustering (2011)

Financial models with Lévy processes and volatility clustering

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Financial models with Lévy processes and vola ...
S. T. Rachev, S. T. Rachev
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Last edited by LC Bot
July 30, 2011 | History
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An edition of Financial models with Lévy processes and volatility clustering (2011)

Financial models with Lévy processes and volatility clustering

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Publish Date
Publisher
John Wiley
Language
English
Pages
394

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Subjects

Probabilities, Mathematical models, Capital assets pricing model, Lévy processes, Finance
Edition Availability
Cover of: Financial models with Lévy processes and volatility clustering
Financial models with Lévy processes and volatility clustering
2011, John Wiley
in English

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Book Details

Edition Notes

Includes bibliographical references and index.

Published in
Hoboken, N.J
Series
The Frank J. Fabozzi series, Frank J. Fabozzi series

Classifications

Dewey Decimal Class
332/.0415015192
Library of Congress
HG4637 .F56 2011

The Physical Object

Pagination
xx, 394 p. :
Number of pages
394

Edition Identifiers

Open Library
OL24914228M
ISBN 10
0470482354
ISBN 13
9780470482353
LCCN
2010033299
OCLC/WorldCat
656452753

Work Identifiers

Work ID
OL16010685W

Source records

Library of Congress MARC record

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History

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July 30, 2011 Created by LC Bot import new book