The models tag has no wiki summary.
4
votes
0answers
98 views
Discrete-time Jump-Diffusion Model
I am wondering if anybody could point me to any literature that talks about a discrete time version of the jump-diffusion model, I am aware that there is a paper by Amin (1993) that shows a discrete ...
4
votes
0answers
460 views
Help With Quant Modelling Software
Im a software developer (freelance) working in investment banking, and I'm looking to improve my CV by gaining a better understanding of the financial quant role and the software used by quants to ...
