WINNER of a Riskbook.
com Best of 2004 Book Award During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing.
Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating.
Potential users often get the impression that jump and L vy processes are beyond their reach.
Crc Press Financial modelling with jump processes, hardcover/peter tankov
