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Financial Modelling With Jump Processes
Rama Cont, Peter Tankov |
Science & Technology > Mathematics |
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Rama Cont is the author of Financial Modelling With Jump Processes, Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling, Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling (Wiley Finance #519), and more...
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Financial Modelling With Jump Processes
Rama Cont, Peter Tankov |
Science & Technology > Mathematics |
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Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling
Rama Cont |
Business > Financial Planning |
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Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling (Wiley Finance #519)
Rama Cont |
Business > Financial Planning |
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