Levy Processes In Finance - Pricing Financial Derivatives.

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Schoutens, Wim

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pvp.110,00 €

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ISBN:9780470851562
Editorial: Wiley & Sons Ltd.
Fecha de la edición:2003
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Dimensiones: 0 cm x 0 cm
Nº Pág.:208
Idiomas:Ingles,Inglés

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/ Economía Cuantitativa

Financial mathematics has 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. This book takes a practical approach to describing the theory of Levy-based models and features many examples of how they may be used to solve financial problems.

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