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.