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Exotic Option Pricing and Advanced Levy Models
Kyprianou, Andreas (University of Utrecht)
Exotic Option Pricing and Advanced Levy Models
Kyprianou, Andreas (University of Utrecht)
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 |