Stochastic Finance : a Numeraire Approach.
... a nice book for researchers and practitioners. ... 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...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken :
CRC Press,
2011.
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| Series: | Chapman & Hall/CRC financial mathematics series.
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| Subjects: | |
| Online Access: |
Full text (Emmanuel users only) |