عنوان
پدید آورنده
موضوع
رده
HG173 .V38 2011
HG173
.
V38
2011
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1439812500
(Number (ISBN
9781439812501
NATIONAL BIBLIOGRAPHY NUMBER
Number
dltt
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Stochastic finance :
General Material Designation
[Book]
Other Title Information
a numeraire approach /
First Statement of Responsibility
Jan Vecer
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xv, 326 pages :
Other Physical Details
illustrations ;
Dimensions
25 cm
SERIES
Series Title
Chapman & Hall/CRC financial mathematics series
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 313-322) and index
CONTENTS NOTE
Text of Note
Elements of finance -- Binomial models -- Diffusion models -- Interest rate contracts -- Barrier options -- Lookback options -- American options -- Contracts on three or more assets : quantos, rainbows and "friends" -- Asian options -- Jump models
0
TOPICAL NAME USED AS SUBJECT
Finance
Stochastic analysis
DEWEY DECIMAL CLASSIFICATION
Number
332
.
01/51922
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG173
Book number
.
V38
2011
PERSONAL NAME - PRIMARY RESPONSIBILITY
Večeř, Jan
ORIGINATING SOURCE
Date of Transaction
20110502234635.0
Cataloguing Rules (Descriptive Conventions))
rda
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
