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Financial models with Levy processes...
~
Rachev, S. T.
Financial models with Levy processes and volatility clustering /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Financial models with Levy processes and volatility clustering // Svetlozar T. Rachev ... [et al.].
other author:
Rachev, S. T.
Published:
Hoboken, N.J. :John Wiley, : c2011.,
Description:
xx, 394 p. :ill. ; : 24 cm.;
Subject:
Capital assets pricing model. -
ISBN:
9780470482353 :
Financial models with Levy processes and volatility clustering /
Financial models with Levy processes and volatility clustering /
Svetlozar T. Rachev ... [et al.]. - Hoboken, N.J. :John Wiley,c2011. - xx, 394 p. :ill. ;24 cm. - The Frank J. Fabozzi series. - Frank J. Fabozzi series..
Includes bibliographical references and index.
ISBN: 9780470482353 :NT3298
LCCN: 2010033299
Nat. Bib. No.: GBB0B0350bnbSubjects--Topical Terms:
576533
Capital assets pricing model.
LC Class. No.: HG4637 / .F56 2011
Dewey Class. No.: 332/.0415015192
Financial models with Levy processes and volatility clustering /
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Financial models with Levy processes and volatility clustering /
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Svetlozar T. Rachev ... [et al.].
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c2011.
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John Wiley,
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xx, 394 p. :
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ill. ;
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24 cm.
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The Frank J. Fabozzi series
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Includes bibliographical references and index.
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Capital assets pricing model.
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Levy processes.
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