Lévy 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 Lévy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are commonly appli...
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| Format: | eBook |
| Language: | English |
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Wiley-Blackwell
2003
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| Series: | Wiley series in probability and statistics
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| Collection: | Wiley Online Books - Collection details see MPG.ReNa |
| Summary: | Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Lévy 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. Lévy Processes in Finance: Pricing Financial Derivatives takes a practical approach to describing the theory of Lévy-based models, and features many examples of how they may be used to solve problems in finance. |
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| Physical Description: | 197 S. |
| ISBN: | 9780470851562 |