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Lévy processes in finance : pricing financial derivatives
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ISBN: 0470851562 9780470851562 Year: 2003 Publisher: Chichester: Wiley,

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Abstract

Keywords

Money market. Capital market --- Stochastic processes --- Actuarial mathematics --- Capital structure --- Derivative securities --- Lévy processes --- Instruments dérivés (Finances) --- Lévy, Processus de --- Prices --- Mathematical models. --- Prix --- Modèles mathématiques --- Mathematical models --- 305.91 --- 333.605 --- AA / International- internationaal --- 519.246 --- 336.76 --- -Levy processes --- -Lévy processes --- 332.6457 --- Random walks (Mathematics) --- Derivative financial instruments --- Derivative financial products --- Derivative instruments --- Derivatives (Finance) --- Financial derivatives --- Securities --- Structured notes (Securities) --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Nieuwe financiële instrumenten. --- Statistics of stochastic processes. Estimation of stochastic processes. Hypothesis testing. Statistics of point processes. Time series analysis. Auto-correlation. Regression --- Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- -Mathematical models --- Lévy processes. --- 336.76 Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- 519.246 Statistics of stochastic processes. Estimation of stochastic processes. Hypothesis testing. Statistics of point processes. Time series analysis. Auto-correlation. Regression --- Lévy processes --- Instruments dérivés (Finances) --- Lévy, Processus de --- Modèles mathématiques --- Prices&delete& --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Nieuwe financiële instrumenten --- Derivative securities - Prices - Mathematical models

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