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Change of Time Methods in Quantitative Finance - Anatoliy Swishchuk - Bog

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This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its properties.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319324067
  • Indbinding:
  • Paperback
  • Sideantal:
  • 128
  • Udgivet:
  • 1. Juni 2016
  • Udgave:
  • 12016
  • Størrelse:
  • 237x155x13 mm.
  • Vægt:
  • 256 g.
  • 2-3 uger.
  • 23. Oktober 2024
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Beskrivelse af Change of Time Methods in Quantitative Finance

This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its properties.

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