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Levy Processes in Finance 2024 pdf epub mobi 電子書下載

Levy Processes in Finance

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Financial 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.

Levy Processes in Finance 2024 pdf epub mobi 電子書下載

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發表於2024-11-23

Levy Processes in Finance 2024 pdf epub mobi 電子書下載

Levy Processes in Finance 2024 pdf epub mobi 電子書下載

Levy Processes in Finance 2024 pdf epub mobi 電子書下載

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作者是魯文大學的PhD，以言簡意賅的語言把Levy過程下的期權定價講的比較透徹，而且模擬過程也寫的非常詳細，讓讀者非常容易上手。讓我想起3年前我的畢業論文主要就是參考這本書。http://www.QuantHR.com/bbs

評分☆☆☆☆☆

作者是魯文大學的PhD，以言簡意賅的語言把Levy過程下的期權定價講的比較透徹，而且模擬過程也寫的非常詳細，讓讀者非常容易上手。讓我想起3年前我的畢業論文主要就是參考這本書。http://www.QuantHR.com/bbs

評分☆☆☆☆☆

i've not read it yet but i really want to have a look~~~

評分☆☆☆☆☆

作者是魯文大學的PhD，以言簡意賅的語言把Levy過程下的期權定價講的比較透徹，而且模擬過程也寫的非常詳細，讓讀者非常容易上手。讓我想起3年前我的畢業論文主要就是參考這本書。http://www.QuantHR.com/bbs

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出版者:Wiley

作者:Wim Schoutens

出品人:

頁數:200

譯者:

出版時間:2003-5-7

價格:USD 151.00

裝幀:Hardcover

isbn號碼:9780470851562

叢書系列:

圖書標籤: 金融數學金融數學 finance levy-process quant Mathematics Finance

Levy Processes in Finance 2024 pdf epub mobi 電子書下載

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