Večeř, 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 (p. 313-322) and index.

Elements of finance -- Binomial models -- Diffusion models -- Interest rate contracts -- Barrier options -- Lookback options -- American options -- Contracts on three or more assets : quantos, rainbows and "friends" -- Asian options -- Jump models.

9781439812501 (hardcover : alk. paper) 1439812500 (hardcover : alk. paper)

2010044425


Finance.
Stochastic analysis.

HG173 / .V38 2011

332.0151922 / VJS