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language: english
Publisher: JOHN WILEY & SONS INC, August of 2005 ‧
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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. .

Exotic Option Pricing And Advanced Levy Models

by Andreas (University Of Utrecht) Kyprianou, Paul (Oxford University Mathematics Institute And Imperial College, Uk) Wilmott e Wim (Katholieke University Leuven, Belgium) Schoutens

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