Point Processes and Jump Diffusions: An Introduction with Finance Applications

Bjrk, Tomas

ISBN 10: 1316518671 / ISBN 13: 9781316518670

Published by Cambridge University Press, 2021

The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR014178176

Synopsis:

Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.

About the Author: Tomas Björk is Professor Emeritus of Mathematical Finance at the Stockholm School of Economics and previously worked at the Mathematics Department of the Royal Institute of Technology, Stockholm. Björk has been co-editor of Mathematical Finance, on the editorial board for Finance and Stochastics and several other journals, and was President of the Bachelier Finance Society. He is particularly known for his research on point-process-driven forward-rate models, finite-dimensional realizations of infinite dimensional SDEs, and time-inconsistent control theory. He is the author of the well-known textbook Arbitrage Theory in Continuous Time (1998), now in its fourth edition.

Bibliographic Details

Title: Point Processes and Jump Diffusions: An ...
Publisher: Cambridge University Press
Publication Date: 2021
Binding: Paperback
Condition: Very Good