剧情简介：Including a new chapter on credit risk modelling and new developments in econometrics, the new edition of this bestselling resource provides an accessible overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, the text presents theoretical, numerical, and empirical issues. While the emphasis ...(展开全部)
作者：Peter Tankov
出版社：Chapman and Hall / CRC
ISBN：9781420082197
