Stochastic Finance : A Numeraire Approach PDF
by Jan Vecer
Part of the Chapman and Hall/CRC Financial Mathematics Series series
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Description
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, quant
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- Format:PDF
- Pages:342 pages
- Publisher:Taylor & Francis Inc
- Publication Date:06/01/2011
- Category:
- ISBN:9781439812525
Other Formats
- Hardback from £152.02
- Paperback / softback from £60.79
Information
-
Download Now
- Format:PDF
- Pages:342 pages
- Publisher:Taylor & Francis Inc
- Publication Date:06/01/2011
- Category:
- ISBN:9781439812525
