Exotic Option Pricing and Advanced Levy Models - Kyprianou, Andreas (University of Utrecht) - Books - John Wiley & Sons Inc - 9780470016848 - August 26, 2005
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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

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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 26, 2005
ISBN13 9780470016848
Publishers John Wiley & Sons Inc
Pages 344
Dimensions 284 × 253 × 25 mm   ·   712 g
Language English