Stochastic finance : a numeraire approach - Vecer, Jan. (Boca Raton, FL : CRC Press, 2011)
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.
Includes bibliographical references and index.
Keywords: Finance; Stochastic analysis