عنوان
پدید آورنده
موضوع
رده
HG6024.A3 S37 2003
HG6024
.
A3
S37
2003
کتابخانه
محل استقرار
(alk. paper)
(alk. paper)
0470851562
9780470851562
dltt
Lévy processes in finance :
[Book]
pricing financial derivatives /
Wim Schoutens
New York :
J. Wiley,
c2003
xiii, 170 p. :
ill. ;
24 cm
Wiley series in probability and statistics
Includes bibliographical references (p. [157]-164) and index
Financial mathematics in continuous time -- The Black-Scholes model --Imperfections of the Black-Scholes model -- Lévy processes and OU processes -- Stock price models driven by Lévy Processes -- Lévy models with stochastic volatility -- Simulation techniques -- Exotic option pricing -- Interest-rate models -- Appendix A : Special functions -- Appendix B : Lévy processes -- Appendix C : S & P 500 call option prices
0
Derivative securities-- Prices-- Mathematical models
Lévy processes
HG6024
.
A3
S37
2003
Schoutens, Wim
20110228122400.0
مطالعه متن کتاب [Book]
Y
