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Levy Processes in Finance: Pricing Financial Derivatives (Wiley Series in Probab

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Located in: Rossendale, United Kingdom

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eBay item number:134924729788

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Item specifics

Condition: Good: A book that has been read but is in good condition. Very minimal damage to the cover including ... Good: A book that has been read but is in good condition. Very minimal damage to the cover including scuff marks, but no holes or tears. The dust jacket for hard covers may not be included. Binding has minimal wear. The majority of pages are undamaged with minimal creasing or tearing, minimal pencil underlining of text, no highlighting of text, no writing in margins. No missing pages. See all condition definitionsopens in a new window or tab

Book Title: Levy Processes in Finance: Pricing Financial Derivatives (Wiley S

Genre: MATHEMATICS

ISBN: 9780470851562

Publication Year: 2003

Type: Textbook

Format: Hardcover

Language: English

Publication Name: Levy Processes in Finance: Pricing Financial Derivatives

Item Height: 236mm

Author: Wim Schoutens

Publisher: John Wiley & Sons INC International Concepts

Item Width: 165mm

Subject: Finance, Mathematics

Item Weight: 462g

Number of Pages: 200 Pages

About this product

Product Information

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 takes a practical approach to describing the theory of Levy-based models, and features many examples of how they may be used to solve problems in finance. * Provides an introduction to the use of Levy processes in finance. * Features many examples using real market data, with emphasis on the pricing of financial derivatives. * Covers a number of key topics, including option pricing, Monte Carlo simulations, stochastic volatility, exotic options and interest rate modelling. * Includes many figures to illustrate the theory and examples discussed. * Avoids unnecessary mathematical formalities. The book is primarily aimed at researchers and postgraduate students of mathematical finance, economics and finance. The range of examples ensures the book will make a valuable reference source for practitioners from the finance industry including risk managers and financial product developers.

Product Identifiers

Publisher

John Wiley & Sons INC International Concepts

ISBN-13

9780470851562

eBay Product ID (ePID)

90875832

Product Key Features

Author

Wim Schoutens

Publication Name

Levy Processes in Finance: Pricing Financial Derivatives

Format

Hardcover

Language

English

Subject

Finance, Mathematics

Publication Year

2003

Type

Textbook

Number of Pages

200 Pages

Dimensions

Item Height

236mm

Item Width

165mm

Item Weight

462g

Additional Product Features

Title_Author

Wim Schoutens

Series Title

Wiley Series in Probability and Statistics

Country/Region of Manufacture

United States

Item description from the seller

Business seller information

Value Added Tax Number:

GB 901578627

Seller assumes all responsibility for this listing.

eBay item number:134924729788

Last updated on May 11, 2024 00:07:44 MYTView all revisionsView all revisions

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GBP 8.60 (approx RM 51.39)	United States	Standard Postage (Standard Int'l Postage)	Estimated between Wed, 26 Jun and Mon, 15 Jul to 43230 Seller ships within 1 day after receiving cleared payment.

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