000			01242cam a2200301 a 4500
001			671573418
003			OCoLC
005			20150408114108.0
008			101022s2011 flua b 001 0 eng
010			_a2010044425
020			_a9781439812501 (hardcover : alk. paper)
020			_a1439812500 (hardcover : alk. paper)
035			_a(OCoLC)671573418
040			_aDLC _cDLC _dYDX _dYDXCP _dBWX _dCDX
050	0	0	_aHG173 _b.V38 2011
082	0	0	_a332.0151922 _222 _bVJS
100	1		_aVečeř, Jan. _919219
245	1	0	_aStochastic finance : _ba numeraire approach / _cJan Vecer.
260			_aBoca Raton, FL : _bCRC Press, _cc2011.
300			_axv, 326 p. : _bill. ; _c25 cm.
490	1		_aChapman & Hall/CRC financial mathematics series.
504			_aIncludes bibliographical references (p. 313-322) and index.
505	0		_aElements 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.
650		0	_aFinance.
650		0	_aStochastic analysis. _919220
830		0	_aChapman & Hall/CRC financial mathematics series. _919221
942			_2ddc _cDVD
999			_c26706 _d261206