Stochastic Finance
A Numeraire Approach
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Produkt beskrivelse
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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Detaljer
- ISBN13 9781439812525
- Sider 342
- Udgivet 2011
- Forlag CRC Press Inc
- Format Elektronisk medie
- Udgave 1
- Sprog Engelsk