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 |