Exotic Option Pricing and Advanced Levy Models (Wilmott Collection)

by WimSchoutens (Author), PaulWilmott (Author), Andreas Kyprianou (Author)

• New

  Hardcover
  2005

  $113.84

  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.