If you liked Exotic Option Pricing and Advanced Levy Models by Andreas Kyprianou, Wim Schoutens, and Paul Wilmott, start with Paul Wilmott on quantitative finance (2006), Frequently asked questions in quantitative finance (2009), and Lévy Matters II : Recent Progress in Theory and Applications (2012). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Exotic Option Pricing and Advanced Levy Models · Andreas Kyprianou books in order

Recommended next reads

  1. 1 Paul Wilmott on quantitative finance 2006 · 1,500 pages · Paul Wilmott · Same author
  2. 2 Frequently asked questions in quantitative finance 2009 · 624 pages · Paul Wilmott · Same author
  3. 3 Lévy Matters II : Recent Progress in Theory and Applications 2012 · 202 pages · Serge Cohen, Alexey Kuznetsov, Andreas Kyprianou · Same author
  4. 4 Stochastic Processes and Orthogonal Polynomials 2000 · 163 pages · Wim Schoutens · Same author
  5. 5 The Handbook of Hybrid Securities 2014 · 410 pages · Wim Schoutens, Cynthia Van Hulle · Same author
  6. 6 Stochastic processes in the Askey scheme 1999 · 195 pages · Wim Schoutens · Same author
  7. 7 Paul Wilmott Introduces Quantitative Finance 2007 · 722 pages · Paul Wilmott · Same author
  8. 8 Levy Processes in Finance 2003 · 196 pages · Wim Schoutens · Same author
  9. 9 Paul Wilmott - Recent Advances in Stupid Ideas in Quant Finance Video 2013 · 200 pages · Paul Wilmott · Same author
  10. 10 The money formula 2017 · 264 pages · Paul Wilmott · Same author
  11. 11 Mathematics of Artificial Intelligence for High Schoolers 2023 · 100 pages · Paul Wilmott · Same author
  12. 12 Introductory Lectures on Fluctuations of Lévy Processes with Applications (Universitext) 2006 · 378 pages · Andreas Kyprianou · Same author

Frequently asked questions

What should I read after Exotic Option Pricing and Advanced Levy Models?

BookOrb recommends Paul Wilmott on quantitative finance (2006), Frequently asked questions in quantitative finance (2009), Lévy Matters II : Recent Progress in Theory and Applications (2012), Stochastic Processes and Orthogonal Polynomials (2000), and The Handbook of Hybrid Securities (2014).

Are there books like Exotic Option Pricing and Advanced Levy Models?

Yes. The list on this page is ranked from the closest matches BookOrb has for Exotic Option Pricing and Advanced Levy Models.

Who wrote Exotic Option Pricing and Advanced Levy Models?

Exotic Option Pricing and Advanced Levy Models is by Andreas Kyprianou, Wim Schoutens, and Paul Wilmott.