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TitleStochastic finance : a numeraire approach
Author Jan Vecer
Imprint Boca Raton, FL : CRC Press, c2011
Descript xv, 326 p. : ill. ; 25 cm

CONTENT

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


Finance Stochastic analysis

LOCATIONCALL#STATUS
Chula Business School Library : Reserve Collection332.0151922 V399S 2011CHECK SHELVES

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