Financial models with Lévy processes and volatility clustering

Author(s)

• Rachev, S. T. (Svetlozar Todorov)

Bibliographic Information

Financial models with Lévy processes and volatility clustering

Svetlozar T. Rachev ... [et al.]

（The Frank J. Fabozzi series）

Wiley, c2011

Note

Includes bibliographical references and index

Details

• NCID: BB0489644X
• ISBN:
  • 9780470482353
• LCCN: 2010033299
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Hoboken, N.J.
• Pages/Volumes: xx, 394 p.
• Size: 24 cm
• Classification:
  • LCC : HG4637
  • DC22 : 332/.0415015192
• Subject Headings:
  • LCSH : Capital assets pricing model
  • LCSH : Lévy processes
  • LCSH : Finance -- Mathematical models
  • LCSH : Probabilities
• Parent Bibliography ID:
  • BA56819502