ISBN-13: 9781461434320 / Angielski / Twarda / 2012 / 204 str.
ISBN-13: 9781461434320 / Angielski / Twarda / 2012 / 204 str.
Presenting state-of-the-art methods in the area, this book examines weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement.