ABSTRACT
WINNER of a Riskbook.com Best of 2004 Book Award!
During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic
TABLE OF CONTENTS
part 1|2 pages
Part I Mathematical tools
part 2|2 pages
Part II Simulation and estimation
part 3|2 pages
Part III Option pricing in models with jumps
part 4|2 pages
Part IV Beyond Lévy processes