| Title | Stochastic finance : a numeraire approach |
|---|---|
| Author | Jan Vecer |
| Imprint | Boca Raton, FL : CRC Press, c2011 |
| Descript | xv, 326 p. : ill. ; 25 cm |
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
| LOCATION | CALL# | STATUS |
|---|---|---|
| Chula Business School Library : Reserve Collection | 332.0151922 V399S 2011 | CHECK SHELVES |
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