Stochastic finance : a numeraire approach
Jan Vecer
| Year of publication: |
2011
|
|---|---|
| Authors: | Večeř, Jan |
| Publisher: |
Boca Raton, Fla. [u.a.] : CRC Press |
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis | Finanzmathematik | Mathematical finance | Theorie | Theory | Kreditmarkt | Geldmarkt |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XV, 326 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverz. S. 313 - 322 |
| ISBN: | 1-4398-1250-0 ; 978-1-4398-1250-1 |
| Classification: | Investition, Finanzierung ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008810532