An edition of Lévy processes in finance
(2003)
Lévy processes in finance
pricing financial derivatives
by Wim Schoutens
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Subjects
Derivative securities, Lévy processes, Mathematical models, Prices, Volatilite (Finances), Derivaten (financien), Black-Scholes-Modell, Preisbildung, Modeles mathematiques, Mathematique financiere, Processus de Levy, Taux d'interet, Prix de l'option, Cours du marche, Stochastische processen, Instruments derives (Finances), Kreditmarkt, Levy processes, Methode de simulation, Derivat, Prix, Modele mathematique, Instrument derive (Finances), Levy-Prozess, Portfolio-theorie, Option exotique (Finances)| Edition | Availability |
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1
Lévy processes in finance: pricing financial derivatives
2003, J. Wiley
in English
0470851562 9780470851562
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2
Lévy Processes in Finance: Pricing Financial Derivatives
2003, Wiley & Sons, Incorporated, John
in English
0470870230 9780470870235
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Book Details
Edition Notes
Includes bibliographical references (p. [157]-164) and index.
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| May 9, 2020 | Edited by ImportBot | import existing book |
| December 5, 2010 | Edited by Open Library Bot | Added subjects from MARC records. |
| April 28, 2010 | Edited by Open Library Bot | Linked existing covers to the work. |
| December 10, 2009 | Created by WorkBot | add works page |