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Stochastic Finance : a Numeraire Approach.
... a nice book for researchers and practitioners. ... this book can be regarded as a wonderful application of stochastic analysis, as it includes not only detailed theoretical proofs but also practical illustrative examples. With the systematic and feasible numeraire techniques, the book can serve...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
CRC Press,
2011.
|
| Colección: | Chapman & Hall/CRC financial mathematics series.
|
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
MARC
| LEADER | 00000cam a2200000Mi 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn908079117 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
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| 008 | 150509s2011 xx ob 001 0 eng d | ||
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| 019 | |a 1058211009 | ||
| 020 | |a 9781439812525 |q (electronic bk.) | ||
| 020 | |a 1439812527 |q (electronic bk.) | ||
| 024 | 7 | |a 10.1201/9781439812525 |2 doi | |
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| 049 | |a UAMI | ||
| 100 | 1 | |a Vecer, Jan. | |
| 245 | 1 | 0 | |a Stochastic Finance : |b a Numeraire Approach. |
| 260 | |a Hoboken : |b CRC Press, |c 2011. | ||
| 300 | |a 1 online resource (339 pages). | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Chapman and Hall/CRC Financial Mathematics Series | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Cover; Title; Copyright; Contents; Introduction; Chapter 1: Elements of Finance; Chapter 2: Binomial Models; Chapter 3: Diffusion Models; Chapter 4: Interest Rate Contracts; Chapter 5: Barrier Options; Chapter 6: Lookback Options; Chapter 7: American Options; Chapter 8: Contracts on Three or More Assets: Quantos, Rainbows and "Friends"; Chapter 9: Asian Options; Chapter 10: Jump Models; Appendix A: Elements of Probability Theory; Solutions to Selected Exercises; References. | |
| 520 | |a ... a nice book for researchers and practitioners. ... this book can be regarded as a wonderful application of stochastic analysis, as it includes not only detailed theoretical proofs but also practical illustrative examples. With the systematic and feasible numeraire techniques, the book can serve as an everyday reference book for practitioners, but also as a powerful tool to deal with pricing and hedging for complicated financial assets. Most importantly, the representation of prices as a pairwise relationship of two assets is the most novel characteristic of this book, which could lead to deepe. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Stochastic analysis. | |
| 650 | 6 | |a Finances. | |
| 650 | 6 | |a Analyse stochastique. | |
| 650 | 7 | |a finance. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |2 fast | |
| 650 | 7 | |a Stochastic analysis |2 fast | |
| 758 | |i has work: |a Stochastic finance (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGvj6f6hkWDvJVMppyt4VP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Vecer, Jan. |t Stochastic Finance : A Numeraire Approach. |d Hoboken : CRC Press, ©2011 |z 9781439812501 |
| 830 | 0 | |a Chapman & Hall/CRC financial mathematics series. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1633442 |z Texto completo |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9781439812525/?ar |z Texto completo |
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| 994 | |a 92 |b IZTAP | ||