W.Schoutens – Levy Processes in Finance

Description

W.Schoutens – Levy Processes in Finance

Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Lévy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are commonly applied to problems in finance.

Lévy Processes in Finance:

* Provides an introduction to the use of Lévy processes in finance.
* Features many examples using real market data, with emphasis on the pricing of financial derivatives.
* Covers a number of key topics, including option pricing, Monte Carlo simulations, stochastic volatility, exotic options and interest rate modelling.
* Includes many figures to illustrate the theory and examples discussed.
* Avoids unnecessary mathematical formalities.

The range of examples ensures the book will make a valuable reference source for practitioners from the finance industry including risk managers and financial product developers.

Get W.Schoutens – Levy Processes in Finance on amazon4trader.com

W.Schoutens, Levy Processes in Finance, Download Levy Processes in Finance, Free Levy Processes in Finance, Levy Processes in Finance Torrent, Levy Processes in Finance Review, Levy Processes in Finance Groupbuy.