Exotic Option Pricing and Advanced Levy Models
Kyprianou, Andreas Schoutens, Wim Wilmott, Paul
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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. .
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Utgivelsesdato:
26.08.2005
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ISBN/Varenr:
9780470016848
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Språk:
, Engelsk
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Forlag:
John Wiley & Sons Inc
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Fagtema:
Økonomi, finans, næringsliv og ledelse
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Litteraturtype:
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Sider:
344
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Høyde:
25.3 cm
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Bredde:
28.4 cm