Stochastic finance a numeraire approach
Material type: TextSeries: Chapman & Hall/CRC financial mathematics seriesPublication details: Boca Raton CRC Press 2011Description: xv,326pISBN:- 9781439812501
- 332.0151922 22 VE-S
- HG173 .V38 2011
Item type | Home library | Collection | Shelving location | Call number | Materials specified | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|---|
OPJGU Sonepat- Campus | General Books | Main Library | 332.0151922 VE-S (Browse shelf(Opens below)) | Available | 120057 |
Includes bibliographical references and index.
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" -- Jump models.
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