{ "item_title" : "Levy Processes in Finance", "item_author" : [" Schoutens "], "item_description" : "Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of L vy 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. L vy Processes in Finance: Pricing Financial Derivatives takes a practical approach to describing the theory of L vy-based models, and features many examples of how they may be used to solve problems in finance. * Provides an introduction to the use of L vy 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.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/0/47/085/156/0470851562_b.jpg", "price_data" : { "retail_price" : "186.95", "online_price" : "186.95", "our_price" : "186.95", "club_price" : "186.95", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

Overview

Customers Also Bought

Details