Financial Models with Levy Processes and Volatility Clustering.
The financial crisis that began in the summer of 2007 has led to criticisms that the financial models used by risk managers, portfolio managers, and even regulators simply do not reflect the realities of today's markets. While one tool cannot be blamed for the entire global financial crisis, im...
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Full Text (via ProQuest) |
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| Main Authors: | , , |
| Format: | eBook |
| Language: | English |
| Published: |
Wiley
2011.
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| Series: | Frank J. Fabozzi series.
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| Subjects: |
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Financial Models with Levy Processes and Volatility Clustering.
Published 2011
Full Text (via Wiley)
eBook