Exotic Option Pricing and Advanced Levy Models

Kyprianou, Andreas Schoutens, Wim Wilmott, Paul

CHF 114.00
Alerter avant parution Précommander Ajouter au panier Ajouter e-book

Livrable entre 2 et 6 semaines environ

Éditeur
John Wiley & Sons Ltd
Pages
344
Parution
août 2005
Format
Cartonné
Langue
Anglais
Dimensions
252 × 185 × 25 cm
EAN
9780470016848
Autres formats
  • Résumé

This book covers key topics on the subject of exotic option pricing and modeling, including model risk, Monte-Carlo simulation issues, pricing and hedging of American-style exotics, convertible bonds, and more. It will serve as a leading reference for anyone working in probability theory and financial mathematics. .
Bio de l'auteur
Sommaire / contenu
Nous vous suggérons aussi
Option B Sandberg, Sheryl; Grant, Adam CHF 21.90
Think and Grow Rich Hill, Napoleon CHF 10.90
Value Proposition Design: How to Create Products and Services Customers Want Osterwalder, Alexander Pigneur, Yves Papadakos, Patricia Bernarda, Gregory Papadakos, Trish CHF 38.00
Sprint: How to Solve Big Problems and Test New Ideas in Just 5 Days Knapp, John Knapp, Jake Zeratsky, John Kowitz, Braden CHF 24.80
Retour en haut de page