Exotic Option Pricing and Advanced Levy Models

Kyprianou, Andreas Schoutens, Wim Wilmott, Paul

Ouvrage indisponible

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