Andreas Kyprianou – författare

Visar alla böcker från författaren Andreas Kyprianou. Handla med fri frakt och snabb leverans.

2 produkter

1. 

   Exotic Option Pricing and Advanced Lévy Models

   Av Andreas Kyprianou, Wim Schoutens m. fl.

   Inbunden, 2005

   1410 kr

   Lägg i varukorg

   Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Lévy process. Working …

2. 

   Exotic Option Pricing and Advanced L vy Models

   Av Paul Wilmott, Wim Schoutens m. fl.

   E-bok, 2006

   1679 kr

   Lägg i varukorg

   Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Lévy process. Working …