Lévy processes in finance pricing financial derivatives
by
Schoutens, Wim.
Title
:
Lévy processes in finance pricing financial derivatives
Author
:
Schoutens, Wim.
ISBN
:
9780470851562
9780470870235
Publication Information
:
Chichester, West Sussex ; New York : J. Wiley, c2003.
Physical Description
:
xiii, 180 p. : ill. ; 24 cm.
Series
:
Wiley series in probability and statistics
Series Title
:
Wiley series in probability and statistics
Subject Term
:
Derivative securities -- Prices -- Mathematical models.
Lévy processes.
Added Corporate Author
:
John Wiley & Sons.
Electronic Access
:
Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
---|
Online Library | E-Book | 301193-1001 | ONLINE | | Elektronik Kütüphane |