Stochastic finance
Subtitle: a numeraire approach
By: Jan Vecer
Series: Chapman & Hall/CRC financial mathematics series; Chapman & Hall/CRC financial mathematics series
Publisher: CRC Press
Published: 2011
Place of publication: Boca Raton, FL
Language: eng
Number of pages: 326
ISBN-13: 9781439812501
Subjects: Stochastic analysis; Finance
Notes: Includes bibliographical references and index.
Table of contents: title: Elements of finance; title: Binomial models; title: Diffusion models; title: Interest rate contracts; title: Barrier options; title: Lookback options; title: American options; title: Contracts on three or more assets : quantos, rainbows and "friends"; title: Asian options; title: Jump models.