Levy Processes in Finance: Pricing Financial Derivatives (Wiley Series in Probability and Statistics): 534

by Schoutens (Author)

• New

  Illustrated
  2003

  $142.83

  Financial 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.