Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics) - Image 1

£95.91

Wiley Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)

Name: Levy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)
Brand: Wiley
Price: 95.91 GBP
Availability: InStock

Applied Mathematics

About as cheap as it gets. The only time it was cheaper was 2 months ago.

£96 today · all-time low £94 (May 2026) · usually the usual

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Description

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: Pricing Financial Derivatives takes a practical approach to describing the theory of Lévy-based models, and features many examples of how they may be used to solve problems 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 book is primarily aimed at researchers and postgraduate students of mathematical finance, economics and finance. 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.

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Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)

Product type: ABIS BOOK

Brand: Wiley

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 0470851562
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 25 March 2003
Listed Since: 12 January 2007

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Wiley Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)

About as cheap as it gets. The only time it was cheaper was 2 months ago.

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