Exotic Option Pricing and Advanced Levy Models
Extreame Savings Item! Free Shipping Included! Save 48% on the Exotic Option Pricing and Advanced Levy Models by Andreas Kyprianou at HYIP Offer. Hurry! Limited time offer. Offer valid only while supplies last. 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
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 LP.
This book provides a front-row seat to the hottest new field in modern finance: options pricing in turbulent markets. The old models have failed, as many a professional investor can sadly attest. So many of the brightest minds in mathematical finance across the globe are now in search of new, more accurate models. Here, in one volume, is a comprehensive selection of this cutting-edge research. Richard L. Hudson, former Managing Editor of The Wall Street Journal Europe, and co-author with Benoit B. Mandelbrot of The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward
|Item Weight:||1.8 pounds|
|Item Size:||1.05 x 9.95 x 9.95 inches|
|Package Weight:||1.76 pounds|
|Package Size:||6.54 x 1.1 x 1.1 inches|
Have questions about this item, or would like to inquire about a custom or bulk order?
If you have any questions about this product by Andreas Kyprianou, contact us by completing and submitting the form below. If you are looking for a specif part number, please include it with your message.
Related Best Sellers
ean: 9780471969099, isbn: 0471969095,
"Over the past two decades, the mathematically complex models of finance theory have had a direct and wide-ranging influence on finance practice. Nowhere is this conjoining of intrinsic intellectual interest with extrinsic application better exemplif...
By Brand: M. Gordon Publishing Group
ean: 9780965046152, isbn: 096504615X,
Larry Connors has co-authored two of the best selling trading books of the decade: "Investment Secrets of a Hedge Fund Manager" (with Blake Hayward) which brought traders strategies that are now in the mainstream of Wall Street thinking and "Street S...
By Levy George
ean: 9780128035795, isbn: 012803579X,
Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides derivatives pricing information for equity derivatives, interest rate derivatives, foreign exchange derivatives, and credit derivatives. By providing free access...
By The MIT Press
ean: 9780262693189, isbn: 0262693186,
The study of investment under uncertainty was stagnant for several decades, until recent developments in real options provided the tools to revitalize the field. The techniques and insights derived from option pricing can now be used to quantify the ...
By Marcelo Bianconi
mpn: black & white illustrations, ean: 9789814355131, isbn: 9814355135,
"Financial Economics, Risk and Information" presents the fundamentals of finance in static and dynamic frameworks with focus on risk and information. The objective of this book is to introduce undergraduate and first-year graduate students to the met...
By Brand: Prentice Hall
ean: 9780135052839, isbn: 0135052831,
0135052831 / 9780135052839 Options, Futures & Other Derivatives with Derivagem CD Value Package (includes Student Solutions Manual for Options, Futuresd Other Derivatives) Package consists of: 0136015867 / 9780136015864 Options, Futures,...
By Morgan James Publishing
ean: 9781600372490, isbn: 160037249X,
Discover Powerful and Profitable Option Trading Strategies That Can Limit Your Risk While Multiplying Your Profits in Today's Markets. Options Trading 101 was written as a complete introductory guide for investors and traders who want to understand ...
sku: QX-003-X6-0904000, ean: 9780070472365, isbn: 007047236X,
As the financial world grows more intricate and interlocked, exotic options are taking on greater importance as a way to tailor a financial instrument to meet specific needs. This text explains the theory and applications of virtually every type of e...
By Brand: Wiley
ean: 9781592800346, isbn: 1592800343,
Run time: 89 minutes. Join the ranks of the most successful option traders by mastering the key concept affecting option pricing - volatility. The world's most acclaimed volatility expert and ''Trader's Hall of Fame" award winner Sheldon Natenber...
By Brand: Wiley
ean: 9781592803279, isbn: 159280327X,
As CEO of Velez Capital Management, and cofounder of Pristine.com, Oliver Velez has dedicated his life to spreading the message that you, too, can make a living as a trader. Traders often attend his educational seminars multiple times in order to tak...