Stochastic Finance : a Numeraire Approach.

... a nice book for researchers and practitioners. ... this book can be regarded as a wonderful application of stochastic analysis, as it includes not only detailed theoretical proofs but also practical illustrative examples. With the systematic and feasible numeraire techniques, the book can serve...

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Bibliographic Details

Online Access:	Full Text (via O'Reilly/Safari)
Main Author:	Vecer, Jan
Format:	eBook
Language:	English
Published:	Hoboken : CRC Press, 2011.
Series:	Chapman & Hall/CRC financial mathematics series.
Subjects:	Finance. Stochastic analysis. Finance Stochastic analysis