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Continuous Time Approach to Financial Volatility CUP Mathematics, Finance and Risk Series By: Ole Barndorff-Nielsen, Neil Shephard Normal price: 45 Our price: 42.75 + postage Bargain: save £2.25 ! Product code: 20732 ISBN: 0521834406 450 pages Format: Hb Published by: Cambridge University Press, 2007, 1st edition There are no reviews available for this book Description of Continuous Time Approach to Financial Volatility The idea of this book is to explain how Lévy processes can be used to study some problems in finance. The necessary technology is motivated and justified in an opening chapter, and is then followed by chapters explaining the mathematics and computational aspects of the subject. The heart of the book describes applications, with further mathematical ideas introduced as and when needed. The authors cover new ideas not presented in book form before, blending theory and practice, and this account will be of value to all those working in mathematical finance, financial econometrics, probability and statistics.