Point Processes and Jump Diffusions: An Introduction with Finance Applications - Rilegato

Björk, Tomas

 
9781316518670: Point Processes and Jump Diffusions: An Introduction with Finance Applications
Rilegato
ISBN 10: 1316518671 ISBN 13: 9781316518670
Casa editrice: Cambridge University Press, 2021

Sinossi

Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.

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Informazioni sull?autore

Tomas Björk is Professor Emeritus of Mathematical Finance at the Stockholm School of Economics and previously worked at the Mathematics Department of the Royal Institute of Technology, Stockholm. Björk has been co-editor of Mathematical Finance, on the editorial board for Finance and Stochastics and several other journals, and was President of the Bachelier Finance Society. He is particularly known for his research on point-process-driven forward-rate models, finite-dimensional realizations of infinite dimensional SDEs, and time-inconsistent control theory. He is the author of the well-known textbook Arbitrage Theory in Continuous Time (1998), now in its fourth edition.

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Editore
Cambridge University Press
Data di pubblicazione
2021
Lingua
Inglese
ISBN 10 
1316518671
ISBN 13 
9781316518670
Rilegatura
Copertina rigida
Numero di pagine
320
Contatto del produttore
non disponibile
Persona responsabile
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
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Germania