ebook img

Lévy processes in finance: pricing financial derivatives PDF

189 Pages·2003·2.159 MB·English
Save to my drive
Quick download
Download

Download Lévy processes in finance: pricing financial derivatives PDF Free - Full Version

by Wim Schoutens| 2003| 189 pages| 2.159| English

About Lévy processes in finance: pricing financial derivatives

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 more complex phenomena, and are commonly applied to problems in finance. Lévy Processes in Finance: Pricing Financial Derivatives takes a practical approach to describing the theory of Lévy-based models, and features many examples of how they may be used to solve problems in finance. Provides an introduction to the use of Lévy processes in finance. Features many examples using real market data, with emphasis on the pricing of financial derivatives. Covers a number of key topics, including option pricing, Monte Carlo simulations, stochastic volatility, exotic options and interest rate modelling. Includes many figures to illustrate the theory and examples discussed. Avoids unnecessary mathematical formalities. 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.

Detailed Information

Author:Wim Schoutens
Publication Year:2003
ISBN:9780470851562
Pages:189
Language:English
File Size:2.159
Format:PDF
Price:FREE
Download Free PDF

Safe & Secure Download - No registration required

Why Choose PDFdrive for Your Free Lévy processes in finance: pricing financial derivatives Download?

  • 100% Free: No hidden fees or subscriptions required for one book every day.
  • No Registration: Immediate access is available without creating accounts for one book every day.
  • Safe and Secure: Clean downloads without malware or viruses
  • Multiple Formats: PDF, MOBI, Mpub,... optimized for all devices
  • Educational Resource: Supporting knowledge sharing and learning

Frequently Asked Questions

Is it really free to download Lévy processes in finance: pricing financial derivatives PDF?

Yes, on https://PDFdrive.to you can download Lévy processes in finance: pricing financial derivatives by Wim Schoutens completely free. We don't require any payment, subscription, or registration to access this PDF file. For 3 books every day.

How can I read Lévy processes in finance: pricing financial derivatives on my mobile device?

After downloading Lévy processes in finance: pricing financial derivatives PDF, you can open it with any PDF reader app on your phone or tablet. We recommend using Adobe Acrobat Reader, Apple Books, or Google Play Books for the best reading experience.

Is this the full version of Lévy processes in finance: pricing financial derivatives?

Yes, this is the complete PDF version of Lévy processes in finance: pricing financial derivatives by Wim Schoutens. You will be able to read the entire content as in the printed version without missing any pages.

Is it legal to download Lévy processes in finance: pricing financial derivatives PDF for free?

https://PDFdrive.to provides links to free educational resources available online. We do not store any files on our servers. Please be aware of copyright laws in your country before downloading.

The materials shared are intended for research, educational, and personal use in accordance with fair use principles.