Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Normal view MARC view ISBD view

Lévy processes in finance : pricing financial derivatives / Wim Schoutens.

By: Schoutens, Wim.
Material type: TextTextSeries: Wiley series in probability and statistics. Publisher: Chichester, West Sussex ; New York : J. Wiley, c2003Description: xiii, 170 p. : ill. ; 24 cm.ISBN: 0470851562 (alk. paper).Subject(s): Derivative securities -- Prices -- Mathematical models | Lévy processesDDC classification: 332.63/2 Online resources: Publisher description | Table of contents
Tags from this library: No tags from this library for this title. Log in to add tags.
No physical items for this record

Includes bibliographical references (p. [157]-164) and index.

There are no comments for this item.

Log in to your account to post a comment.
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in


Visitor Counter