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100   $a20180706d2011      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aStochastic finance $ea numeraire approach /$fby Jan Vecer
205   $aFirst edition.
210  1$aBoca Raton, FL :$cCRC Press, an imprint of Taylor and Francis,$d2011.
215   $a1 online resource (339 p.)
225 1 $aChapman and Hall/CRC Financial Mathematics Series
300   $aDescription based upon print version of record.
311   $a1-138-11641-6 
311   $a1-4398-1252-7 
320   $aIncludes bibliographical references.
327   $aCover; 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
330 3 $aUnlike much of the existing literature, Stochastic Finance: A Numeraire Approach treats price as a number of units of one asset needed for an acquisition of a unit of another asset instead of expressing prices in dollar terms exclusively. This numeraire approach leads to simpler pricing options for complex products, such as barrier, lookback, quanto, and Asian options. Most of the ideas presented rely on intuition and basic principles, rather than technical computations.
410  0$aChapman & Hall/CRC financial mathematics series.
606   $aFinance
606   $aStochastic analysis
608   $aElectronic books.
615  0$aFinance.
615  0$aStochastic analysis.
676   $a332.01/51922
700   $aVecer$b Jan$0888024
801  0$bFlBoTFG
801  1$bFlBoTFG
906   $aBOOK
912   $a9910465183503321
996   $aStochastic finance$91983596
997   $aUNINA