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There is nothing in a caterpillar that tells you it's going to be a butterfly.
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: Wiley] Hardcover Buy with confidence! Book is in good condition with minor wear to the pages, binding, and minor marks within 1.76 [Amherst, NY, U.S.A.] [Publication Year: 2005]
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: Wiley] Hardcover Very Good condition. Shows only minor signs of wear, and very minimal markings inside (if any). 1.76 [Tucson, AZ, U.S.A.] [Publication Year: 2005]
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: John Wiley & Sons] Hardcover ANDREAS KYPRIANOU has a degree in Mathematics from Oxford University and a PhD in Probability Theory from Sheffield University. He has held academic positions in Mathematics and Statistics departments at The London School of Economics, Edinburgh University,. [Greven, Germany] [Publication Year: 2005]
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: John Wiley & Sons] Hardcover ANDREAS KYPRIANOU has a degree in Mathematics from Oxford University and a PhD in Probability Theory from Sheffield University. He has held academic positions in Mathematics and Statistics departments at The London School of Economics, Edinburgh University,. [Greven, Germany] [Publication Year: 2005]
John Wiley & Sons 8/26/2005 12: 00: 00 AM Hardcover PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: John Wiley and Sons] Hardcover New Book. Shipped from UK. Established seller since 2000. [Fairford, GLOS, United Kingdom] [Publication Year: 2005]
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: Wiley] Hardcover Buy with confidence! Book is in acceptable condition with wear to the pages, binding, and some marks within 1.76 [Amherst, NY, U.S.A.] [Publication Year: 2005]
New. Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Levy process. Working with Levy processes allows one to capture desirable distributional characteristics in the stock returns. In addition, recent work on Levy processes has led to the understanding of many probabilistic and analytical properties, which make the processes attractive as mathematical tools. At the same time, exotic derivatives are gaining increasing importance as financial instruments and are traded nowadays in large quantities in OTC markets. The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced Levy markets, written by leading scientists in this field. In recent years, Levy processes have leapt to the fore as a tractable mechanism for modeling asset returns. Exotic option values are especially sensitive to an accurate portrayal of these dynamics. This comprehensive volume provides a valuable service for financial researchers everywhere by assembling key contributions from the world's leading researchers in the field. Peter Carr, Head of Quantitative Finance, Bloomberg LP This book provides a front-row seat to the hottest new field in modern finance: options pricing in tu ...
John Wiley & Sons 8/26/2005 12: 00: 00 AM Hardcover PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: Wiley Okt 2005] Hardcover Neuware - Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Lévy process. Working with Lévy processes allows one to capture desirable distributional characteristics in the stock returns. In addition, recent work on Lévy processes has led to the understanding of many probabilistic and analytical properties, which make the processes attractive as mathematical tools. At the same time, exotic derivatives are gaining increasing importance as financial instruments and are traded nowadays in large quantities in OTC markets. The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced Lévy markets, written by leading scientists in this field.In recent years, Lévy processes have leapt to the fore as a tractable mechanism for modeling asset returns. Exotic option values are especially sensitive to an accurate portrayal of these dynamics. This comprehensive volume provides a valuable service for financial researchers everywhere by assembling key contributions from the world's leading researchers in the field. Peter Carr, Head of Quantitative Finance, Bloomberg LPThis ...
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: John Wiley & Sons Inc] Hardcover New copy - Usually dispatched within 4 working days. [Southport, United Kingdom] [Publication Year: 2005]
Kyprianou, Andreas, and Schoutens, Wim, and Wilmott, Paul
USD
136.09
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Chichester, England Wiley 2005 Hard cover New. Sewn binding. Cloth over boards. With dust jacket. 344 p. Contains: Unspecified, Tables, black & white. Wilmott Collection.
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: Wiley Okt 2005] Hardcover Neuware - Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Lévy process. Working with Lévy processes allows one to capture desirable distributional characteristics in the stock returns. In addition, recent work on Lévy processes has led to the understanding of many probabilistic and analytical properties, which make the processes attractive as mathematical tools. At the same time, exotic derivatives are gaining increasing importance as financial instruments and are traded nowadays in large quantities in OTC markets. The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced Lévy markets, written by leading scientists in this field.In recent years, Lévy processes have leapt to the fore as a tractable mechanism for modeling asset returns. Exotic option values are especially sensitive to an accurate portrayal of these dynamics. This comprehensive volume provides a valuable service for financial researchers everywhere by assembling key contributions from the world's leading researchers in the field. Peter Carr, Head of Quantitative Finance, Bloomberg LPThis ...
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: John Wiley & Sons Inc] Hardcover First Edition 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. . Num Pages: 344 pages, Illustrations. BIC Classification: KFFM2. Category: (P) Professional & Vocational. Dimension: 253 x 284 x 25. Weight in Grams: 774. . 2005. 1st Edition. Hardcover. . . . . [Galway, GY, Ireland] [Publication Year: 2005]
Wiley 2005 Hard cover New 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. Num Pages: 344 pages, Illustrations. BIC Classification: KFFM2. Category: (P) Professional & Vocational. Dimension: 253 x 284 x 25. Weight in Grams: 774. 2005. 1st Edition. Hardcover.....We ship daily from our Bookshop.
Kyprianou, Andreas, and Schoutens, Wim, and Wilmott, Paul
USD
154.95
Ria Christie Books via Alibris /Alibris
Chichester, England Wiley 2005 Hard cover New. Sewn binding. Cloth over boards. With dust jacket. 344 p. Contains: Unspecified, Tables, black & white. Wilmott Collection.
Kyprianou, Andreas, and Schoutens, Wim, and Wilmott, Paul
USD
163.19
Alibris /Alibris
Chichester, England Wiley 2005 Hard cover New. Sewn binding. Cloth over boards. With dust jacket. 344 p. Contains: Unspecified, Tables, black & white. Wilmott Collection.
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: John Wiley & Sons Inc] Hardcover 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. . Num Pages: 344 pages, Illustrations. BIC Classification: KFFM2. Category: (P) Professional & Vocational. Dimension: 253 x 284 x 25. Weight in Grams: 774. . 2005. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. [Olney, MD, U.S.A.] [Publication Year: 2005]
ISBN10: 0470016841, ISBN13: 9780470016848, [publisher: Wiley] Hardcover Buy with confidence! Book is in new, never-used condition 1.76 [Amherst, NY, U.S.A.] [Publication Year: 2005]
DISCLOSURE:
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission at no extra cost to you. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network, Amazon and Alibris.
