Lévy Processes in Finance: Pricing Financial Derivatives

by Wim Schoutens

Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of L vy 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. L vy Processes in Finance: Pricing Financial Derivatives takes a practical approach to describing the theory of L vy-based models,...

• Format: Hardcover
• Language: English
• ISBN: 0470851562
• ISBN13: 9780470851562
• Release Date: May 2003
• Publisher: Wiley
• Length: 200 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.7" x 6.5" x 9.2"