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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)
Table of Contents:
  • 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.