Stochastic finance : a numeraire approach /
Vecer, Jan.
Stochastic finance : a numeraire approach / Jan Vecer. - Boca Raton, FL : CRC Press, c2011. - xv, 326 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series. . - Chapman & Hall/CRC financial mathematics series. .
Includes bibliographical references and index.
Elements of finance -- Binomial models -- Diffusion models -- Intere st rate contracts -- Barrier options -- Lookback options -- American op tions -- Contracts on three or more assets : quantos, rainbows and "fri ends" -- Asian options -- Jump models.
9781439812501 (hardcover : alk. paper) 1439812500 (hardcover : alk. paper) 9781138116412 (pbk)
2010-044425
Finance.
Stochastic analysis.
332.01/51922
Stochastic finance : a numeraire approach / Jan Vecer. - Boca Raton, FL : CRC Press, c2011. - xv, 326 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series. . - Chapman & Hall/CRC financial mathematics series. .
Includes bibliographical references and index.
Elements of finance -- Binomial models -- Diffusion models -- Intere st rate contracts -- Barrier options -- Lookback options -- American op tions -- Contracts on three or more assets : quantos, rainbows and "fri ends" -- Asian options -- Jump models.
9781439812501 (hardcover : alk. paper) 1439812500 (hardcover : alk. paper) 9781138116412 (pbk)
2010-044425
Finance.
Stochastic analysis.
332.01/51922