Overview
Exotic Option Pricing and Advanced Lévy Models is a book by Andreas E. Kyprianou, Wim Schoutens and Paul Wilmott, first published in 2005. In this catalogue it is classified mainly under Derivatives Pricing, with secondary coverage of Stochastic Calculus, Quantitative Finance and Mathematical Finance.
Audience and depth. The rule-based model places its mathematical difficulty at research level (9/10); readers are typically expected to know calculus, measure theory, probability theory and stochastic processes.
Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 96% and difficulty confidence is 90%; the catalogue lists no ratings or awards.