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Elements of finance -- Binomial models -- Diffusion models -- Interest rate contracts -- Barrier options -- Lookback options -- American options -- Contracts on three or more assets : quantos, rainbows and "friends" -- Asian options -- Jump models
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Stochastic Finance, Jan Večeř
- Language
- Released
- 2011
- product-detail.submit-box.info.binding
- (Hardcover)
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- Title
- Stochastic Finance
- Language
- English
- Authors
- Jan Večeř
- Publisher
- CRC Press
- Released
- 2011
- Format
- Hardcover
- Pages
- 326
- ISBN10
- 1439812500
- ISBN13
- 9781439812501
- Series
- Rating
- 4.5 out of 5
- Description
- Elements of finance -- Binomial models -- Diffusion models -- Interest rate contracts -- Barrier options -- Lookback options -- American options -- Contracts on three or more assets : quantos, rainbows and "friends" -- Asian options -- Jump models