000 00620 a2200205 4500
020 _a9780470482353(hb)
082 _a332.0415015192 RAC/Fin
100 _aRachev, Svetlozar T.
245 _aFinancial models with levy processes and volatility clustering
260 _aHoboken, NJ:
_bJohn Wiley and Sons;
_c2011
300 _axx, 394 p.
_c23 cm.
500 _aIncludes index.
650 _aCapital assets pricing model
650 _aLevy processes
650 _aFinance-mathematical models
650 _aProbabilities
700 _aKim, Young S.
700 _aBianchi, Michele L.
700 _aFabozzi, Frank J.
999 _c115283
_d115283