{"product_id":"levy-processes-in-finance-pricing-financial-derivatives-wiley-series-in-probability-and-statistics-534-9780470851562","title":"Levy Processes in Finance Pricing Financial","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eFinancial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Levy 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePreface.  \u003cp\u003eAcknowledgements.\u003c\/p\u003e \u003cp\u003eIntroduction.\u003c\/p\u003e \u003cp\u003eFinancial Mathematics in Continuous Time.\u003c\/p\u003e \u003cp\u003eThe Black-Scholes Model.\u003c\/p\u003e \u003cp\u003eImperfections of the Black-Scholes Model.\u003c\/p\u003e \u003cp\u003eLévy Processes and OU Processes.\u003c\/p\u003e \u003cp\u003eStock Price Models Driven by Lévy Processes.\u003c\/p\u003e \u003cp\u003eLévy Models with Stochastic Volatility.\u003c\/p\u003e \u003cp\u003eSimulation Techniques.\u003c\/p\u003e \u003cp\u003eExotic Option Pricing.\u003c\/p\u003e \u003cp\u003eInterest-Rate Models.\u003c\/p\u003e \u003cp\u003eAppendix A: Special Functions.\u003c\/p\u003e \u003cp\u003eAppendix B: Lévy Processes.\u003c\/p\u003e \u003cp\u003eAppendix C: S\u0026amp;P 500 Call Option Prices.\u003c\/p\u003e \u003cp\u003eReferences.\u003c\/p\u003e \u003cp\u003eIndex.\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402442711383,"sku":"9780470851562","price":107.06,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780470851562.jpg?v=1730480411","url":"https:\/\/bookcurl.com\/products\/levy-processes-in-finance-pricing-financial-derivatives-wiley-series-in-probability-and-statistics-534-9780470851562","provider":"Book Curl","version":"1.0","type":"link"}