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

£93.72

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: 93.72 GBP
Availability: InStock

Applied Mathematics

It has never been this cheap. We have no record of a lower price.

£94 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 69 days · 69 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 69 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £96 (42 days, 60.9%)

Price range: £94 - £96

Price levels: 2 different prices over 69 days

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.

Key Features

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

Barcode

No barcode data available

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

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Foundations of the Pricing of Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series)

Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)

Pricing Derivative Securities (2nd Edition): Second Edition

An Introduction to Exotic Option Pricing (Chapman & Hall/CRC Financial Mathematics)

Financial Modelling with Jump Processes: 2 (Chapman and Hall/CRC Financial Mathematics Series)

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives (The Wiley Finance Series)

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

A Factor Model Approach to Derivative Pricing

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Monte Carlo Methods in Financial Engineering: 53 (Stochastic Modelling and Applied Probability, 53)

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

FINANCIAL DERIVATIVES PRICING: SELECTED WORKS OF ROBERT JARROW

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

The Heston Model and Its Extensions in VBA (Wiley Finance)

Springer Financial Mathematics, Derivatives and Structured Products

An Introduction to the Mathematics of Financial Derivatives

Option Valuation under Stochastic Volatility II: With Mathematica Code

Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (Springer Texts in Business and Economics)

Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models