Stochastic finance : a numeraire approach / Jan Vecer

By:

Vecer, Jan

Series: Chapman and Hall/CRC financial mathematics seriesPublication details: Boca Raton, Fla. : CRC Press, 2020Description: xv, 326 p. : ill., charts ; 24 cmISBN:

9780367848309 :

Subject(s):

DDC classification:

23rd R.R. 332.0151922 V 493

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Holdings
Item type	Current library	Collection	Call number	Materials specified	Status	Date due	Barcode	Item holds
Books	National Library of India New English - Main Stack Division	New English	R.R. 332.0151922 V 493 (Browse shelf(Opens below))	HB	Available		PUR000579574ENG

Total holds: 0

This book can be regarded as a wonderful application of stochastic analysis, as it includes not only detailed theoretical proofs but also practical illustrative examples. With the systematic and feasible numeraire techniques, the book can serve as an everyday reference book for practitioners, but also as a powerful tool to deal with pricing and hedging for complicated financial assets. Most importantly, the representation of prices as a pairwise relationship of two assets is the most novel characteristic of this book, which could lead to deepe

Includes bibliographical references and indexes

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