Financial Models with Levy Processes and Volatility Clustering.

The financial crisis that began in the summer of 2007 has led to criticisms that the financial models used by risk managers, portfolio managers, and even regulators simply do not reflect the realities of today's markets. While one tool cannot be blamed for the entire global financial crisis, im...

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書誌詳細
主要な著者: Kim, Young Shin (著者), Bianchi, Michele Leonardo (著者), Fabozzi, Frank J. (著者)
フォーマット: eBook
言語:English
出版事項: Wiley 2011.
シリーズ:Frank J. Fabozzi series.
主題:
オンライン・アクセス:Click for online access