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Stochastic finance : a numeraire approach / / by Jan Vecer
| Stochastic finance : a numeraire approach / / by Jan Vecer |
| Autore | Vecer Jan |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2011 |
| Descrizione fisica | 1 online resource (339 p.) |
| Disciplina | 332.01/51922 |
| Collana | Chapman and Hall/CRC Financial Mathematics Series |
| Soggetto topico |
Finance
Stochastic analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-09240-7
1-4398-1250-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 |
| Record Nr. | UNINA-9910465183503321 |
Vecer Jan
|
||
| Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic finance : a numeraire approach / / by Jan Vecer
| Stochastic finance : a numeraire approach / / by Jan Vecer |
| Autore | Vecer Jan |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2011 |
| Descrizione fisica | 1 online resource (339 p.) |
| Disciplina | 332.01/51922 |
| Collana | Chapman and Hall/CRC Financial Mathematics Series |
| Soggetto topico |
Finance
Stochastic analysis |
| ISBN |
0-429-09240-7
1-4398-1250-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 |
| Record Nr. | UNINA-9910792139003321 |
|
Vecer Jan
|
||
| Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||