AuthorVecer, Jan
TitleStochastic 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

  1. Finance
  2. Stochastic analysis

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