Levy Processes in Finance: Pricing Financial Derivatives

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9780470851562: Levy Processes in Finance: Pricing Financial Derivatives

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.

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1.

Wim Schoutens
Editore: John Wiley and Sons Ltd, United Kingdom (2003)
ISBN 10: 0470851562 ISBN 13: 9780470851562
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2003. Hardback. Condizione libro: New. 1. Auflage. 228 x 156 mm. Language: English . Brand New Book. 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. Codice libro della libreria AAH9780470851562

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Wim Schoutens
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ISBN 10: 0470851562 ISBN 13: 9780470851562
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Descrizione libro Wileyand#8211;Blackwell, 2003. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780470851562

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Descrizione libro Wiley, 2017. Hardcover. Condizione libro: New. This item is printed on demand. Codice libro della libreria P110470851562

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Wim Schoutens
Editore: John Wiley and Sons Ltd, United Kingdom (2003)
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2003. Hardback. Condizione libro: New. 1. Auflage. 228 x 156 mm. Language: English . Brand New Book. 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. Codice libro della libreria AAH9780470851562

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Descrizione libro Wiley, 2003. Hardcover. Condizione libro: New. 1. Codice libro della libreria DADAX0470851562

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Descrizione libro John Wiley and Sons Ltd. Hardback. Condizione libro: new. BRAND NEW, Levy Processes in Finance: Pricing Financial Derivatives, Wim Schoutens, 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. Codice libro della libreria B9780470851562

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Descrizione libro Wiley, 2003. Hardcover. Condizione libro: New. book. Codice libro della libreria 0470851562

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Descrizione libro John Wiley & Sons, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780470851562_lsuk

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Descrizione libro Wileyand#8211;Blackwell, 2003. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IP-9780470851562

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Descrizione libro Wileyand#8211;Blackwell, 2003. HRD. Condizione libro: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Codice libro della libreria IP-9780470851562

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