Exotic Option Pricing and Advanced Levy Models
Andreas (University of Utrecht) Kyprianou, Paul (Oxford University Mathematics Institute and Imperial College, UK) Wilmott, Wim (Katholieke University Leuven, Belgium) Schoutens
John Wiley & Sons Inc, 2005
134,95 €On orderDelivery: 2-3 weeks
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. .
- ISBN-13
- 9780470016848
- ISBN-10
- 0470016841
- Publisher
- John Wiley & Sons Inc
- Year
- 2005
- Publication date
- 2005-08-26
- Pages
- 344
- Dimensions
- 253x284x25
- Weight
- 712