Including a new chapter on credit risk modelling and new developments in econometrics, the new edition of this bestselling resource provides an accessible overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, the text presents theoretical, numerical, and empirical issues. While the emphasis is on demystifying technical difficulties so as to better understand applications, mathematical results are presented in a rigorous, though self-contained, manner, accessible to any reader having basic knowledge of the Black Scholes model. Concepts are illustrated through many numerical and empirical examples.
| ISBN: | 9781420082197 |
| Publication date: | 5th January 2026 |
| Author: | Rama Cont, Peter Tankov |
| Publisher: | Chapman & Hall/CRC an imprint of CRC Press |
| Format: | Hardback |
| Pagination: | 606 pages |
| Series: | Chapman and Hall/CRC Financial Mathematics Series |
| Genres: |
Applied mathematics Probability and statistics Econometrics and economic statistics Finance and accounting |
Including a new chapter on credit risk modelling and new developments in econometrics, the new edition of this bestselling resource provides an accessible overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, the text presents theoretical, numerical, and empirical issues. While the emphasis is on demystifying technical difficulties so as to better understand applications, mathematical results are presented in a rigorous, though self-contained, manner, accessible to any reader having basic knowledge of the Black Scholes model. Concepts are illustrated through many numerical and empirical examples.
Financial Modelling With Jump Processes features in the following genres: Applied mathematics, Probability and statistics, Econometrics and economic statistics, Finance and accounting
Financial Modelling With Jump Processes is available in Hardback
Financial Modelling With Jump Processes was written by Rama Cont, Peter Tankov and published by Chapman & Hall/CRC an imprint of CRC Press
Financial Modelling With Jump Processes has 606 pages
Yes it is part of Chapman and Hall/CRC Financial Mathematics Series series