{"product_id":"lvy-processes-in-finance-wim-schoutens-9780470851562","title":"L騅y Processes in Finance: Pricing Financial Derivatives","description":"Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of L vy 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. L vy Processes in Finance: Pricing Financial Derivatives takes a practical approach to describing the theory of L vy-based models, and features many examples of how they may be used to solve problems in finance.\u003cbr\u003e * Provides an introduction to the use of L vy processes in finance.\u003cbr\u003e * Features many examples using real market data, with emphasis on the pricing of financial derivatives.\u003cbr\u003e * Covers a number of key topics, including option pricing, Monte Carlo simulations, stochastic volatility, exotic options and interest rate modelling.\u003cbr\u003e * Includes many figures to illustrate the theory and examples discussed.\u003cbr\u003e * Avoids unnecessary mathematical formalities.\u003cbr\u003e \u003cbr\u003e The book is primarily aimed at researchers and postgraduate students of mathematical finance, economics and finance. The range of examples ensures the book will make a valuable reference source for practitioners from the finance industry including risk managers and financial product developers.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Wim Schoutens\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0470851562\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780470851562\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 05\/07\/2003\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 200\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.90lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.22h x 6.50w x 0.66d","brand":"Wim Schoutens","offers":[{"title":"Hardcover","offer_id":43919866855679,"sku":"9780470851562","price":186.95,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_d538e752-22fc-4814-9c17-7ec27e4f0542.jpg?v=1680812343","url":"https:\/\/www.whiterainbookhouse.com\/products\/lvy-processes-in-finance-wim-schoutens-9780470851562","provider":"WR Book House","version":"1.0","type":"link"}