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010   $a9786610556151
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010   $a0-470-86450-8
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100   $a20160829d2003      uy              
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt
182   $cc
183   $acr
200 10$aLévy processes in finance : pricing financial derivatives
205   $a1st ed.
210 31$a[Place of publication not identified]$cJ Wiley$d2003
215   $a1 online resource (189 pages)
225 0 $aWiley series in probability and statistics Lâevy processes in finance
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a0-470-85156-2 
330   $aFinancial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of L?vy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are commonly applied to problems in finance. L?vy Processes in Finance: Pricing Financial Derivatives takes a practical approach to describing the theory of L?vy-based models, and features many examples of how they may be used to solve problems in finance.* Provides an introduction to the use of L?vy processes in finance.* Features many examples using real market data, with emphasis on the pricing of financial derivatives.* Covers a number of key topics, including option pricing, Monte Carlo simulations, stochastic volatility, exotic options and interest rate modelling.* Includes many figures to illustrate the theory and examples discussed.* Avoids unnecessary mathematical formalities.The book is primarily aimed at researchers and postgraduate students of mathematical finance, economics and finance. The range of examples ensures the book will make a valuable reference source for practitioners from the finance industry including risk managers and financial product developers.
410  0$aWiley Series in Probability and Statistics
606   $aDerivative securities$xMathematical models$xPrices
606   $aLe?vy processes
606   $aInvestment & Speculation$2HILCC
606   $aFinance$2HILCC
606   $aBusiness & Economics$2HILCC
615  0$aDerivative securities$xMathematical models$xPrices
615  0$aLe?vy processes.
615  7$aInvestment & Speculation
615  7$aFinance
615  7$aBusiness & Economics
676   $a332.63/2
700   $aSchoutens$b Wim$0536902
801  0$bPQKB
906   $aBOOK
912   $a996216285403316
996   $aLevy processes in finance$91002738
997   $aUNISA