{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":1,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":20,"n_cols":5,"rows_kept":20,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[2,4,2,5],[3,2,3,3],[4,2,4,3],[6,2,6,3],[7,2,7,3],[8,2,8,3],[9,2,9,3],[10,2,10,3],[13,2,13,3],[14,2,14,3],[18,2,18,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNINA9910465183503321"]
[null,null,"Autore",null,"Vecer Jan"]
[null,null,"Titolo",null,"Stochastic finance : a numeraire approach / / by Jan Vecer"]
[null,null,"Pubbl/distr/stampa",null,"Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2011"]
[null,null,"ISBN",null,"0-429-09240-7"]
[{"$nulls":4},"1-4398-1250-0"]
[null,null,"Edizione",null,"[First edition.]"]
[null,null,"Descrizione fisica",null,"1 online resource (339 p.)"]
[null,null,"Collana",null,"Chapman and Hall/CRC Financial Mathematics Series"]
[null,null,"Disciplina",null,"332.01/51922"]
[null,null,"Soggetti",null,"Finance"]
[{"$nulls":4},"Stochastic analysis"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"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"]
[null,null,null,"Sommario/riassunto","Unlike 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."]