Option Pricing Under the Variance Gamma Process: With Detailed Algorithms and Programming Code in C to Price Options
Product ID: 56142915
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G**A
Great book for my study!
I'm a grad student majoring in mathematics finance. I'm a fan of this book! It offers a detailed review of the variance gamma process and especially the programming codes are helpful! Dr.Fiorani visited my grad school once giving us an instructive lecture of his studies on option pricing. I'm now happy to see that his book has finally come out!Definitely a strong recommendation to any researcher or practioner who is interested in keeping informed of the latest development on option pricing!!!
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