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Book Categories |
Preface | ||
Acknowledgements | ||
1 | Introduction | 1 |
2 | Financial Mathematics in Continuous Time | 11 |
3 | The Black-Scholes Model | 23 |
4 | Imperfections of the Black-Scholes Model | 33 |
5 | Levy Processes and OU Processes | 43 |
6 | Stock Price Models Driven by Levy Processes | 73 |
7 | Levy Models with Stochastic Volatility | 85 |
8 | Simulation Techniques | 101 |
9 | Exotic Option Pricing | 119 |
10 | Interest-Rate Models | 135 |
App. A | Special Functions | 147 |
App. B | Levy Processes | 151 |
App. C | S&P 500 Call Option Prices | 155 |
References | 157 | |
Index | 165 |
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Add Levy Processes In Finance, Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Lévy processes has also seen many exciting developments. These powerful modelling tools allow the user to model m, Levy Processes In Finance to your collection on WonderClub |