Stochastic finance: a numeraire approach / Jan Vecer
Tipo de material: TextoSeries Chapman & Hall/CRC financial mathematics seriesDetalles de publicación: Boca Raton, FL: CRC Press, 2011 Descripción: 256 pISBN: 978-1-4398-1250-1Tema(s): Finance | Stochastic analysis | Estadística / Investigación OperativaResumen: This classroom-tested text provides a deep understanding of derivative contracts. Unlike much of the existing literature, the book 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, quanto, and Asian options. With many examples and exercises, the text relies on intuition and basic principles, rather than technical computations.Tipo de ítem | Biblioteca de origen | Signatura | URL | Estado | Fecha de vencimiento | Código de barras | Reserva de ítems |
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Monografías | 07. BIBLIOTECA CIENCIAS SOCIALES Y JURÍDICAS | 519.216/VEC/sto (Navegar estantería(Abre debajo)) | Texto completo | Disponible Ubicación en estantería | Bibliomaps® | 3743102683 |
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This classroom-tested text provides a deep understanding of derivative contracts. Unlike much of the existing literature, the book 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, quanto, and Asian options. With many examples and exercises, the text relies on intuition and basic principles, rather than technical computations.
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