Stochastic finance a numeraire approach
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...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Boca Raton, FL :
CRC Press, an imprint of Taylor and Francis
2011.
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| Edición: | First edition |
| Colección: | Chapman & Hall/CRC financial mathematics series.
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009644313306719 |
