01195nam a2200301Ia 4500001001200000003000800012006001900020007001500039008004100054010001700095020002600112040002100138035002100159050002400180245013000204260003400334300001700368490003200385500002000417533015200437650003400589650002300623650003400646650001900680655002900699700003900728856012600767ebr10446749CaPaEBRm        u        cr cn|||||||||100817s2011    nju     s     001 0 eng d  z  2010033299  z9780470482353 (cloth)  aCaPaEBRcCaPaEBR  a(OCoLC)77330103414aHG4637b.F56 2011eb00aFinancial models with L�evy processes and volatility clusteringh[electronic resource] /cSvetlozar T. Rachev ... [et al.].  aHoboken, NJ :bWiley,cc2011.  axiii, 394 p.0 aThe Frank J. Fabozzi series  aIncludes index.  aElectronic reproduction.bPalo Alto, Calif. :cebrary,d2011.nAvailable via World Wide Web.nAccess may be limited to ebrary affiliated libraries. 0aCapital assets pricing model. 0aL�evy processes. 0aFinancexMathematical models. 0aProbabilities. 7aElectronic books.2local1 aRachev, S. T.q(Svetlozar Todorov)40uhttp://site.ebrary.com/lib/rucke/Doc?id=10446749zAn electronic book accessible through the World Wide Web; click to view