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Exotic Option Pricing and Advanced Levy Models
Engelsk Hardback
Exotic Option Pricing and Advanced Levy Models
Engelsk Hardback

1.184 kr
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Om denne bog
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. .
Product detaljer
Sprog:
Engelsk
Sider:
344
ISBN-13:
9780470016848
Indbinding:
Hardback
Udgave:
ISBN-10:
0470016841
Kategori:
Udg. Dato:
26 aug 2005
Længde:
25mm
Bredde:
284mm
Højde:
253mm
Forlag:
John Wiley & Sons Inc
Oplagsdato:
26 aug 2005
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