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000443535 010__ $$z  2010033299
000443535 020__ $$z9780470482353 (cloth)
000443535 020__ $$z9780470482353
000443535 020__ $$a9780470937167 (electronic bk.)
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000443535 050_4 $$aHG4637$$b.F56 2011
000443535 24500 $$aFinancial models with Lévy processes and volatility clustering/$$cSvetlozar T. Rachev ... [et al.].
000443535 260__ $$aHoboken, NJ :$$bWiley,$$cc2011.
000443535 300__ $$axiii, 394 p.
000443535 336__ $$atext$$2rdacontent
000443535 337__ $$acomputer$$2rdamedia
000443535 338__ $$aonline resource$$2rdacarrier
000443535 4900_ $$aThe Frank J. Fabozzi series
000443535 500__ $$aIncludes index.
000443535 506__ $$aAccess limited to authorized users.
000443535 650_0 $$aCapital assets pricing model.
000443535 650_0 $$aLévy processes.
000443535 650_0 $$aFinance$$xMathematical models.
000443535 650_0 $$aProbabilities.
000443535 655_0 $$aElectronic books
000443535 7001_ $$aRachev, S. T.$$q(Svetlozar Todorov)
000443535 852__ $$bebk
000443535 85640 $$3ProQuest Ebook Central Academic Complete $$uhttps://univsouthin.idm.oclc.org/login?url=https://ebookcentral.proquest.com/lib/usiricelib-ebooks/detail.action?docID=661566$$zOnline Access
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000443535 980__ $$aEBOOK
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