-
RecordNumber
36811
-
Author
Vecer, Jan.
-
Title
Stochastic finance :a numeraire approach
-
Author Statement
Jan Vecer
-
Publication
CRC Press
-
Collation
xv, 326 p. : ill. ; 25 cm.
-
Series
Chapman & Hall/CRC financial mathematics series
-
Notes
Includes bibliographical references and index
-
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
-
Subject
Finance,Stochastic analysis
-
ADDED ENTRIES
TI , SE
-
LC Class
HG
-
LC Number
173
-
LC CutterNumber
.V38
-
LC Date
2011
-
وارد کنندة اطلاعات
مويد
-
تاريخ ورود اطلاعات
1390/10/12
-
LC NO
HG 173 .V38 2011
-
Published_Year
c2011
-
Link To Document :
