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Levy Processes in Finance

By: Belgium) Schoutens Wim (Katholieke University Leuven (Author)

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Ksh 27,500.00

Format: Hardback or Cased Book

ISBN-13: 9780470851562

Publisher: John Wiley & Sons Inc

Publication Date: Mar 25th, 2003

Weight: 454 grams

Dimension: 23.60 x 15.90 x 1.70 cms

Category: Investment & securities

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Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Levy 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.

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