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Stochastic finance : a numeraire approach /

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Bibliographic Details
Main Author: Večeř, Jan
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton, FL : CRC Press, ©2011.
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Finance.
Stochastic analysis.
Finances.
Analyse stochastique.
finance.
BUSINESS & ECONOMICS / Finance.
MATHEMATICS / General.
MATHEMATICS / Probability & Statistics / General.
Finance
Stochastic analysis
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 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.