Rongo Univesity Library catalog › Details for: Financial models with L�evy processes and volatility clustering

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Financial models with L�evy processes and volatility clustering

Additional authors: Rachev, S. T. -- (Svetlozar Todorov)

Series: The Frank J. Fabozzi series Published by : Wiley, (Hoboken, NJ :) Physical details: xiii, 394 p.

Subject(s): Capital assets pricing model. | L�evy processes. | Finance -- Mathematical models. | Probabilities. | Electronic books.

Year: 2011

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10446749
- An electronic book accessible through the World Wide Web; click to view

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Includes index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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