Levy Processes In Finance

Pricing Financial Derivatives

by Wim (Katholieke University Leuven, Belgium) Schoutens
language: english
Publisher: JOHN WILEY & SONS INC, March of 2003 ‧
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Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Levy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are commonly applied to problems in finance.

Levy Processes In Finance

Pricing Financial Derivatives

by Wim (Katholieke University Leuven, Belgium) Schoutens

Property Description
ISBN: 9780470851562
Publisher: JOHN WILEY & SONS INC
Release Date: March of 2003
Language: English
Cover: Hardcover
Pages: 200
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9780470851562