Exotic Option Pricing And Advanced Levy Models
idioma: inglês
Editor:
JOHN WILEY & SONS INC, agosto de 2005 ‧
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SINOPSE
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. .
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9780470016848 |
| Editor: | JOHN WILEY & SONS INC |
| Data de Lançamento: | agosto de 2005 |
| Idioma: | Inglês |
| Encadernação: | Capa dura |
| Páginas: | 344 |
| Tipo de produto: | Livro |
| Classificação Temática: |
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| EAN: | 9780470016848 |