Financial models with Levy processes and volatility clustering / Svetlozar T. Rachev ... [et al.].

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Bibliographic Details
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Year of Publication:2011
Language:English
Series:The Frank J. Fabozzi series
Online Access:
Physical Description:xiii, 394 p.
Notes:Includes index.
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245 0 0 |a Financial models with Levy processes and volatility clustering  |h [electronic resource] /  |c Svetlozar T. Rachev ... [et al.]. 
260 |a Hoboken, NJ :  |b Wiley,  |c c2011. 
300 |a xiii, 394 p. 
490 0 |a The Frank J. Fabozzi series 
500 |a Includes index. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Capital assets pricing model. 
650 0 |a Levy processes. 
650 0 |a Finance  |x Mathematical models. 
650 0 |a Probabilities. 
655 4 |a Electronic books. 
700 1 |a Rachev, S. T.  |q (Svetlozar Todorov) 
856 4 0 |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=661566  |z Click to View