Change of Time Methods in Quantitative Finance by Anatoliy SwishchukEnglish | EPUB | 2016 | 140 Pages | ISBN : 3319324063 | 1.79 MB
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 financial and energy markets, and the presented numerical examples are based on real data.