Stochastic Finance
A Numeraire Approach
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Product 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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Details
- ISBN13 9781439812525
- Pages 342
- Released 2011
- Publisher CRC Press Inc
- Format Elektronisk medie
- Edition 1
- Language English