Stochastic Finance

Stochastic Finance

by Jan Vecer
Released January 2011
Publisher(s): CRC Press
ISBN: 9781439812525

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Book 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

Table of contents

  1. Cover
  2. Title
  3. Copyright
  4. Contents
  5. Introduction (1/2)
  6. Introduction (2/2)
  7. Chapter 1: Elements of Finance (1/12)
  8. Chapter 1: Elements of Finance (2/12)
  9. Chapter 1: Elements of Finance (3/12)
  10. Chapter 1: Elements of Finance (4/12)
  11. Chapter 1: Elements of Finance (5/12)
  12. Chapter 1: Elements of Finance (6/12)
  13. Chapter 1: Elements of Finance (7/12)
  14. Chapter 1: Elements of Finance (8/12)
  15. Chapter 1: Elements of Finance (9/12)
  16. Chapter 1: Elements of Finance (10/12)
  17. Chapter 1: Elements of Finance (11/12)
  18. Chapter 1: Elements of Finance (12/12)
  19. Chapter 2: Binomial Models (1/7)
  20. Chapter 2: Binomial Models (2/7)
  21. Chapter 2: Binomial Models (3/7)
  22. Chapter 2: Binomial Models (4/7)
  23. Chapter 2: Binomial Models (5/7)
  24. Chapter 2: Binomial Models (6/7)
  25. Chapter 2: Binomial Models (7/7)
  26. Chapter 3: Diffusion Models (1/10)
  27. Chapter 3: Diffusion Models (2/10)
  28. Chapter 3: Diffusion Models (3/10)
  29. Chapter 3: Diffusion Models (4/10)
  30. Chapter 3: Diffusion Models (5/10)
  31. Chapter 3: Diffusion Models (6/10)
  32. Chapter 3: Diffusion Models (7/10)
  33. Chapter 3: Diffusion Models (8/10)
  34. Chapter 3: Diffusion Models (9/10)
  35. Chapter 3: Diffusion Models (10/10)
  36. Chapter 4: Interest Rate Contracts (1/3)
  37. Chapter 4: Interest Rate Contracts (2/3)
  38. Chapter 4: Interest Rate Contracts (3/3)
  39. Chapter 5: Barrier Options (1/5)
  40. Chapter 5: Barrier Options (2/5)
  41. Chapter 5: Barrier Options (3/5)
  42. Chapter 5: Barrier Options (4/5)
  43. Chapter 5: Barrier Options (5/5)
  44. Chapter 6: Lookback Options (1/4)
  45. Chapter 6: Lookback Options (2/4)
  46. Chapter 6: Lookback Options (3/4)
  47. Chapter 6: Lookback Options (4/4)
  48. Chapter 7: American Options (1/4)
  49. Chapter 7: American Options (2/4)
  50. Chapter 7: American Options (3/4)
  51. Chapter 7: American Options (4/4)
  52. Chapter 8: Contracts on Three or More Assets: Quantos, Rainbows and “Friends” (1/3)
  53. Chapter 8: Contracts on Three or More Assets: Quantos, Rainbows and “Friends” (2/3)
  54. Chapter 8: Contracts on Three or More Assets: Quantos, Rainbows and “Friends” (3/3)
  55. Chapter 9: Asian Options (1/4)
  56. Chapter 9: Asian Options (2/4)
  57. Chapter 9: Asian Options (3/4)
  58. Chapter 9: Asian Options (4/4)
  59. Chapter 10: Jump Models (1/6)
  60. Chapter 10: Jump Models (2/6)
  61. Chapter 10: Jump Models (3/6)
  62. Chapter 10: Jump Models (4/6)
  63. Chapter 10: Jump Models (5/6)
  64. Chapter 10: Jump Models (6/6)
  65. Appendix A: Elements of Probability Theory (1/6)
  66. Appendix A: Elements of Probability Theory (2/6)
  67. Appendix A: Elements of Probability Theory (3/6)
  68. Appendix A: Elements of Probability Theory (4/6)
  69. Appendix A: Elements of Probability Theory (5/6)
  70. Appendix A: Elements of Probability Theory (6/6)
  71. Solutions to Selected Exercises (1/4)
  72. Solutions to Selected Exercises (2/4)
  73. Solutions to Selected Exercises (3/4)
  74. Solutions to Selected Exercises (4/4)
  75. References (1/2)
  76. References (2/2)

Product information

  • Title: Stochastic Finance
  • Author(s): Jan Vecer
  • Release date: January 2011
  • Publisher(s): CRC Press
  • ISBN: 9781439812525