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      Exotic Option Pricing and Advanced Levy Models

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      Firm sale: non returnable item
      SKU 9780470016848 Categories ,
      This book covers key topics on the subject of exotic option pricing and modeling, including model risk, Monte-Carlo simulation issues, pricing and hedging of American-style exotics, convertible bonds, and more. It will serve as a leading reference for anyone working in probability theory and financi...

      £95.00

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      Description

      Product ID:9780470016848
      Product Form:Hardback
      Country of Manufacture:GB
      Title:Exotic Option Pricing and Advanced Levy Models
      Authors:Author: Andreas Kyprianou, Wim Schoutens, Paul Wilmott
      Page Count:344
      Subjects:Investment and securities, Stocks & shares
      Description:This book covers key topics on the subject of exotic option pricing and modeling, including model risk, Monte-Carlo simulation issues, pricing and hedging of American-style exotics, convertible bonds, and more. It will serve as a leading reference for anyone working in probability theory and financial mathematics. .
      Imprint Name:John Wiley & Sons Inc
      Publisher Name:John Wiley & Sons Inc
      Country of Publication:GB
      Publishing Date:2005-08-26

      Additional information

      Weight712 g
      Dimensions253 × 284 × 25 mm