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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Full Text (via O'Reilly/Safari) |
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Main Author: | |
Format: | eBook |
Language: | English |
Published: |
Hoboken :
CRC Press,
2011.
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Series: | Chapman & Hall/CRC financial mathematics series.
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Subjects: |
MARC
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100 | 1 | |a Vecer, Jan. | |
245 | 1 | 0 | |a Stochastic Finance : |b a Numeraire Approach. |
260 | |a Hoboken : |b CRC Press, |c 2011. | ||
300 | |a 1 online resource (339 pages). | ||
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490 | 1 | |a Chapman and Hall/CRC Financial Mathematics Series | |
588 | 0 | |a Print version record. | |
505 | 0 | |a Cover; Title; Copyright; Contents; Introduction; 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; Appendix A: Elements of Probability Theory; Solutions to Selected Exercises; References. | |
520 | |a ... 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 as an everyday reference book for practitioners, but also as a powerful tool to deal with pricing and hedging for complicated financial assets. Most importantly, the representation of prices as a pairwise relationship of two assets is the most novel characteristic of this book, which could lead to deepe. | ||
504 | |a Includes bibliographical references and index. | ||
650 | 0 | |a Finance. | |
650 | 0 | |a Stochastic analysis. | |
650 | 7 | |a Finance |2 fast | |
650 | 7 | |a Stochastic analysis |2 fast | |
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776 | 0 | 8 | |i Print version: |a Vecer, Jan. |t Stochastic Finance : A Numeraire Approach. |d Hoboken : CRC Press, ©2011 |z 9781439812501 |
830 | 0 | |a Chapman & Hall/CRC financial mathematics series. | |
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