Stochastic finance : a numeraire approach / 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
SUBJECT
Finance
Stochastic analysis
LOCATION
CALL#
STATUS
Chula Business School Library : Reserve Collection