The Resource Financial models with Lévy processes and volatility clustering, Svetlozar T. Rachev ... [et al.], (electronic resource)

Financial models with Lévy processes and volatility clustering, Svetlozar T. Rachev ... [et al.], (electronic resource)

Label
Financial models with Lévy processes and volatility clustering
Title
Financial models with Lévy processes and volatility clustering
Statement of responsibility
Svetlozar T. Rachev ... [et al.]
Contributor
Provider
Subject
Language
eng
Cataloging source
CaPaEBR
Index
index present
LC call number
HG4637
LC item number
.F56 2011eb
Literary form
non fiction
Nature of contents
standards specifications
http://library.link/vocab/relatedWorkOrContributorName
  • Rachev, S. T.
  • ebrary
Series statement
The Frank J. Fabozzi series
http://library.link/vocab/subjectName
  • Capital assets pricing model
  • Lévy processes
  • Finance
  • Probabilities
Label
Financial models with Lévy processes and volatility clustering, Svetlozar T. Rachev ... [et al.], (electronic resource)
Instantiates
Publication
Note
Includes index
Color
multicolored
Dimensions
unknown
Extent
xiii, 394 p.
Form of item
electronic
Specific material designation
remote
System control number
  • (OCoLC)773301034
  • (CaPaEBR)ebr10446749
Label
Financial models with Lévy processes and volatility clustering, Svetlozar T. Rachev ... [et al.], (electronic resource)
Publication
Note
Includes index
Color
multicolored
Dimensions
unknown
Extent
xiii, 394 p.
Form of item
electronic
Specific material designation
remote
System control number
  • (OCoLC)773301034
  • (CaPaEBR)ebr10446749

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