Exotic option pricing and advanced lévy models
Auteur :
Kyprianou, Andreas / Schoutens, Wim / Wilmott, Paul
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470016848
Date de publication :
26 août 2005
Dimensions :
25,3 x 17,8 x 2,7 cm
Poids :
807 g
Langue :
Anglais
Pays d'origine :
USA
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. .