Change of Time Methods in Quantitative Finance

by Anatoliy Swishchuk

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3319324063
• ISBN13: 9783319324067
• Release Date: July 2016
• Publisher: Springer
• Length: 128 Pages
• Weight: 0.47 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"