Stochastic Finance: A Numeraire Approach (Chapman And Hall/crc Financial Mathematics Ser.)
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- Synopsis
- 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
- Copyright:
- 2011
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 342 Pages
- ISBN-13:
- 9781439812525
- Related ISBNs:
- 9780429092404, 9781138116412, 9781439812501, 9781439812501, 9781138116412
- Publisher:
- CRC Press
- Date of Addition:
- 12/08/18
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.