Financial Models with Levy Processes and Volatility ClusteringISBN: 978-0-470-48235-3
Hardcover
416 pages
February 2011
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
|
SVETLOZAR T. RACHEV is Chair-Professor in Statistics,
Econometrics, and Mathematical Finance at the Karlsruhe Institute
of Technology (KIT) in the School of Economics and Business
Engineering; Professor Emeritus at the University of California,
Santa Barbara; and Chief Scientist at FinAnalytica Inc.
YOUNG SHIN KIM is a scientific assistant in the Department of Statistics, Econometrics, and Mathematical Finance at the Karlsruhe Institute of Technology (KIT).
MICHELE Leonardo BIANCHI is an analyst in the Division of Risk and Financial Innovation Analysis at the Specialized Intermediaries Supervision Department of the Bank of Italy.
FRANK J. FABOZZI is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of PortfolioManagement. He is an Affiliated Professor at the University of Karlsruhe's Institute of Statistics, Econometrics, and Mathematical Finance and serves on the Advisory Council for the Department of Operations Research and Financial Engineering at Princeton University.