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. An emphasis is given on many applications of CTM in financial and energy markets, and the...
| Main Author: | Svishchuk, A. V. |
|---|---|
| Other Authors: | SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Switzerland :
Springer,
2016.
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| Physical Description: |
1 online resource (xv, 128 pages) : illustrations (some color). |
| Series: |
SpringerBriefs in mathematics.
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| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |