Stochastic finance
a numeraire approach
Večeř, Jan.
creator
text
bibliography
flu
Boca Raton, FL
CRC Press
c2011
2011
monographic
eng
xv, 326 p. : ill. ; 25 cm.
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.
Jan Vecer.
Includes bibliographical references (p. 313-322) and index.
Finance
Stochastic analysis
HG173 .V38 2011
332.0151922 VJS
Chapman & Hall/CRC financial mathematics series
9781439812501 (hardcover : alk. paper)
1439812500 (hardcover : alk. paper)
2010044425
DLC
101022
20150408114108.0
671573418