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Stochastic finance : a numeraire approach / Jan Vecer.

By: Material type: TextTextSeries: Chapman & Hall/CRC financial mathematics series | Chapman & Hall/CRC financial mathematics seriesPublication details: Boca Raton, FL : CRC Press, c2011.Description: xv, 326 p. : ill. ; 25 cmISBN:
  • 9781439812501 (hardcover : alk. paper)
  • 1439812500 (hardcover : alk. paper)
  • 9781138116412 (pbk)
Subject(s): DDC classification:
  • 332.01/51922  23
Contents:
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.
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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.

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