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Exotic Option Pricing and Advanced Levy Models
Kyprianou, Andreas (University of Utrecht)
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Exotic Option Pricing and Advanced Levy Models
Kyprianou, Andreas (University of Utrecht)
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. .
344 pages, Illustrations
Medie | Bøger Hardcover bog (Bog med hård ryg og stift omslag) |
Udgivet | 26. august 2005 |
ISBN13 | 9780470016848 |
Forlag | John Wiley & Sons Inc |
Antal sider | 344 |
Mål | 284 × 253 × 25 mm · 712 g |
Sprog | Engelsk |