"What initially looked like an impossible undertaking has become a formidable achievement, stretching from the theoretical foundations to the most recent cutting edge methods. Mille bravos!" - Dr Bru
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 p
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 n
This volume contains the lecture notes of the two courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis in July 2012.The notes of the course by Vlad Bally are
The Petit D'euner de la Finance–which author Rama Cont has been co-organizing in Paris since 1998–is a well-known quantitative finance seminar that has progressively become a platform for the exchange
![A Voyage of Discovery: Remarks [By Chamisso] (Cont.) Appendix by Other Authors](https://cdnec.sanmin.com.tw/product_images/101/101908212.jpg)
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