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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Vecer, Jan
Format: Electronic eBook
Language:Inglés
Published: Hoboken : CRC Press, 2011.
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Online Access:Texto completo (Requiere registro previo con correo institucional)