All ebooks by Anatoliy Swishchuk in PDF and EPUB

1 Book(s)


Add to my wish list Change of Time Methods in Quantitative Finance 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 properties. An emphasis is given on many applications of CTM in... Publication date: 2016-05-31 Format: ePub Publisher: Springer Collection: SpringerBriefs in Mathematics Add to basket £54,99

Add to my wish list

Change of Time Methods in Quantitative Finance

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 properties. An emphasis is given on many applications of CTM in...

Publication date: 2016-05-31

Format: ePub

Publisher: Springer

Collection: SpringerBriefs in Mathematics

Add to basket

£54,99

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