Financial models with Ly processes and volatility clustering /
Financial models with Ly processes and volatility clustering /
Svetlozar T. Rachev ... [et al.].
- Hoboken, N.J. : John Wiley & Sons, 2011.
- xx, 394 p. : ill. ; 24 cm.
- The Frank J. Fabozzi series. .
- Frank J. Fabozzi series. .
Includes bibliographical references and index.
9780470482353 (hbk.) RM272.65 0470482354 (hbk.)
Capital assets pricing model.
Levy processes.
Finance--Mathematical models.
Probabilities.
Includes bibliographical references and index.
9780470482353 (hbk.) RM272.65 0470482354 (hbk.)
Capital assets pricing model.
Levy processes.
Finance--Mathematical models.
Probabilities.