Exotic Option Pricing And Advanced Levy Models
language: english
Publisher:
JOHN WILEY & SONS INC, August of 2005 ‧
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SYNOPSIS
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. .
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780470016848 |
| Publisher: | JOHN WILEY & SONS INC |
| Release Date: | August of 2005 |
| Language: | English |
| Cover: | Hardcover |
| Pages: | 344 |
| Format: | Book |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Finances
Books in English > Others |
| EAN: | 9780470016848 |