Exotic Option Pricing and Advanced Lévy Models (eBook, PDF)

Exotic Option Pricing and Advanced Lévy Models (eBook, PDF)

Versandkostenfrei!
Sofort per Download lieferbar
96,99 €
inkl. MwSt.
Alle Infos zum eBook verschenken
Weitere Ausgaben:
PAYBACK Punkte
0 °P sammeln!
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 ti...

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in D ausgeliefert werden.