Stochastic finance : a numeraire approach / Jan Vecer.

By: Material type: TextTextSeries: Chapman & Hall/CRC financial mathematics seriesPublication details: Boca Raton, FL : CRC Press, c2011.Description: xv, 326 p. : ill. ; 25 cmISBN:
  • 97803684309
  • 1439812500 (hardcover : alk. paper)
Subject(s): DDC classification:
  • 332.01/51922 22
LOC classification:
  • HG173 .V38 2011
Contents:
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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books Books RGU Central Library Reference 332.01 VEC-S (Browse shelf(Opens below)) Available 78158
Total holds: 0

Includes bibliographical references 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.

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