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Non-Gaussian Merton-Black-Scholes Theory
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| List Price: | CDN$ 131.95 |
| Price: | CDN$ 105.58 & eligible for FREE Super Saver Shipping on orders over $39. Details |
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Product Description
...this book introduces an analytically tractable and computationally effective class of non Gaussian models for shocks and related analytical methods similar to the initial Merton-Black-Scholes approach
Product Details
- Amazon Sales Rank: #1917473 in Books
- Published on: 2002-03-28
- Original language: English
- Dimensions: 1.03" h x 6.36" w x 8.84" l, 1.83 pounds
- Binding: Hardcover
- 420 pages
Editorial Reviews
Book Info
Introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks and related analytical methods similar to the initial Merton-Black-Scholes approach.
