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Exotic Option Pricing and Advanced Levy Models

Usually dispatched within 3 - 5 business days.

In Stock (894)

£ 99.75

Description

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. .

Book Details
EAN:
9780470016848
Binding:
Hardback
Dimensions(mm):
253 x 284 x 25
Publication Date:
2005-08-26
Publication Country:
United States