Financial models with Lévy processes and volatility clustering
Bibliographic Information
- Title
- "Financial models with Lévy processes and volatility clustering"
- Statement of Responsibility
- Svetlozar T. Rachev ... [et al.]
- Publisher
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- Wiley
- Publication Year
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- c2011
- Book size
- 24 cm
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Notes
Includes bibliographical references and index
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Details 詳細情報について
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- CRID
- 1130000796239389696
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- NII Book ID
- BB0489644X
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- ISBN
- 9780470482353
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- LCCN
- 2010033299
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- Web Site
- https://lccn.loc.gov/2010033299
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- Text Lang
- en
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- Country Code
- us
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- Title Language Code
- en
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- Place of Publication
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- Hoboken, N.J.
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- Classification
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- LCC: HG4637
- DC22: 332/.0415015192
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- Subject
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- LCSH: Capital assets pricing model
- LCSH: Lévy processes
- LCSH: Finance -- Mathematical models
- LCSH: Probabilities
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- Data Source
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- CiNii Books