Financial models with Levy processes and volatility clustering [electronic resource] / Svetlozar T. Rachev ... [et al.].

Contributor(s): Rachev, S. T. (Svetlozar Todorov)Material type: TextTextSeries: The Frank J. Fabozzi seriesPublication details: Hoboken, NJ : Wiley, c2011Description: xiii, 394 pISBN: 9780470937167 (electronic bk.)Subject(s): Capital assets pricing model | Levy processes | Finance -- Mathematical models | ProbabilitiesGenre/Form: Electronic books.LOC classification: HG4637 | .F56 2011Online resources: Click to View
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Includes index.

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

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