Stochastic finance : a numeraire approach /
| Main Author: | |
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| Corporate Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
CRC Press, an imprint of Taylor and Francis,
2011.
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| Edition: | First edition. |
| Series: | Chapman and Hall/CRC financial mathematics series.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- chapter 1 Elements of Finance
- chapter 2 Binomial Models
- chapter 3 Diffusion Models
- chapter 4 Interest Rate Contracts
- chapter 5 Barrier Options
- chapter 6 Lookback Options
- chapter 7 American Options
- chapter 8 Contracts on Three or More Assets: Quantos, Rainbows and "Friends"
- chapter 9 Asian Options
- chapter 10 Jump Models.