Levy Processes In Finance - Pricing Financial Derivatives
商品資訊
ISBN13:9780470851562
出版社:John Wiley & Sons Inc
作者:Schoutens
出版日:2003/03/25
裝訂/頁數:精裝/200頁
商品簡介
* 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.
目次
Acknowledgements.
Introduction.
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.
References.
Index.
主題書展
更多書展今日66折
您曾經瀏覽過的商品
購物須知
外文書商品之書封,為出版社提供之樣本。實際出貨商品,以出版社所提供之現有版本為主。部份書籍,因出版社供應狀況特殊,匯率將依實際狀況做調整。
無庫存之商品,在您完成訂單程序之後,將以空運的方式為你下單調貨。為了縮短等待的時間,建議您將外文書與其他商品分開下單,以獲得最快的取貨速度,平均調貨時間為1~2個月。
為了保護您的權益,「三民網路書店」提供會員七日商品鑑賞期(收到商品為起始日)。
若要辦理退貨,請在商品鑑賞期內寄回,且商品必須是全新狀態與完整包裝(商品、附件、發票、隨貨贈品等)否則恕不接受退貨。