Stochastic finance : a numeraire approach

by Jan Vecer

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.

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Year of publication:	2011 ; First edition.
Authors:	Večeř, Jan
Institutions:	Taylor and Francis. (contributor)
Publisher:	Boca Raton, FL : CRC Press, an imprint of Taylor and Francis,
Subject:	Stochastischer Prozess \| Stochastic process \| Finanzmathematik \| Mathematical finance \| Optionspreistheorie \| Option pricing theory \| Numerisches Verfahren \| Numerical analysis

Extent:	1 online resource (342 pages) 48 illustrations.
Series:	Chapman and Hall/CRC financial mathematics series
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-0-429-09240-4
Other identifiers:	10.1201/9781439812525 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015069139