| Record ID | ia:levyprocessesinf0000scho |
| Source | Internet Archive |
| Download MARC XML | https://archive.org/download/levyprocessesinf0000scho/levyprocessesinf0000scho_marc.xml |
| Download MARC binary | https://www.archive.org/download/levyprocessesinf0000scho/levyprocessesinf0000scho_meta.mrc |
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001 ocm51769197
003 OCoLC
005 20200508021144.0
008 030214s2003 enka b 001 0 eng
010 $a 2003043297
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100 1 $aSchoutens, Wim.
245 10 $aLe vy processes in finance :$bpricing financial derivatives /$cWim Schoutens.
260 $aChichester, West Sussex ;$aNew York :$bJ. Wiley,$c℗♭2003.
300 $axiii, 170 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
338 $avolume$bnc$2rdacarrier
490 1 $aWiley series in probability and statistics
504 $aIncludes bibliographical references (pages 157-164) and index.
505 0 $aFinancial mathematics in continuous time -- The Black-Scholes model --Imperfections of the Black-Scholes model -- Le vy processes and OU processes -- Stock price models driven by Le vy Processes -- Le vy models with stochastic volatility -- Simulation techniques -- Exotic option pricing -- Interest-rate models -- Appendix A : Special functions -- Appendix B : Le vy processes -- Appendix C : S & P 500 call option prices.
520 $aFinancial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Levy 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.
583 1 $aLegacy$c2017$5UoY
650 0 $aDerivative securities$xPrices$xMathematical models.
650 0 $aLe vy processes.
650 6 $aInstruments de rive s (Finances)$xPrix$xMode les mathe matiques.
650 6 $aLe vy, Processus de.
650 7 $aDerivative securities$xPrices$xMathematical models.$2fast$0(OCoLC)fst00891028
650 7 $aLe vy processes.$2fast$0(OCoLC)fst01004416
650 17 $aStochastische processen.$2gtt
650 17 $aDerivaten (financie n)$2gtt
650 17 $aPortfolio-theorie.$2gtt
650 7 $aKreditmarkt$2gnd
650 7 $aLe vy-Prozess$2gnd
650 7 $aPreisbildung$2gnd
650 7 $aPrix de l'option.$2rasuqam
650 7 $aTaux d'inte re t.$2rasuqam
650 7 $aOption exotique (Finances)$2rasuqam
650 7 $aVolatilite (Finances)$2rasuqam
650 7 $aCours du marche $2rasuqam
650 7 $aProcessus de Le vy.$2rasuqam
650 7 $aMe thode de simulation.$2rasuqam
650 7 $aMode le mathe matique.$2rasuqam
650 7 $aMathe matique financie re.$2rasuqam
650 17 $aInstrument de rive (Finances)$2rasuqam
650 7 $aBlack-Scholes-Modell$2gnd
650 7 $aDerivat$gWertpapier$2gnd
830 0 $aWiley series in probability and statistics.
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