Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

AuthorVecer, Jan
TitleStochastic finance : a numeraire approach / 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

Finance Stochastic analysis

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

Chulalinet's Book Delivery Request


Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network


facebook   instragram