Financial models with Levy processes and volatility clustering

Financial models with Levy processes and volatility clustering [electronic resource] / Svetlozar T. Rachev ... [et al.]. - Hoboken, NJ : Wiley, c2011. - xiii, 394 p. - The Frank J. Fabozzi series .

Includes index.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

9780470937167 (electronic bk.)




Capital assets pricing model.
Levy processes.
Finance--Mathematical models.
Probabilities.


Electronic books.

HG4637 / .F56 2011