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Stochastic Finance: A Numeraire Approach (Chapman and Hall/CRC Financial

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Located in: Hillsdale, NSW, Australia
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eBay item number:145874066964
Last updated on 15 Mar, 2025 09:11:41 AEDSTView all revisionsView all revisions

Item specifics

Condition
Brand new: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
EAN
9781138116412
UPC
9781138116412
ISBN
9781138116412
MPN
N/A
Book Title
Stochastic Finance: A Numeraire Approach (Chapman
Item Length
23.4 cm
Publication Year
2017
Type
Textbook
Format
Paperback
Language
English
Publication Name
Stochastic Finance: a Numeraire Approach
Item Height
234 mm
Author
Jan Vecer
Publisher
Taylor & Francis Ltd
Subject
Finance, Mathematics
Item Weight
454 g
Item Width
156 mm
Number of Pages
342 Pages

About this product

Product Information

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, quanto, and Asian options. Most of the ideas presented rely on intuition and basic principles, rather than technical computations. The first chapter of the book introduces basic concepts of finance, including price, no arbitrage, portfolio, financial contracts, the First Fundamental Theorem of Asset Pricing, and the change of numeraire formula. Subsequent chapters apply these general principles to three kinds of models: binomial, diffusion, and jump models. The author uses the binomial model to illustrate the relativity of the reference asset. In continuous time, he covers both diffusion and jump models in the evolution of price processes. The book also describes term structure models and numerous options, including European, barrier, lookback, quanto, American, and Asian. Classroom-tested at Columbia University to graduate students, Wall Street professionals, and aspiring quants, this text provides a deep understanding of derivative contracts. It will help a variety of readers from the dynamic world of finance, from practitioners who want to expand their knowledge of stochastic finance, to students who want to succeed as professionals in the field, to academics who want to explore relatively advanced techniques of the numeraire change.

Product Identifiers

Publisher
Taylor & Francis Ltd
ISBN-13
9781138116412
eBay Product ID (ePID)
27046444322

Product Key Features

Number of Pages
342 Pages
Language
English
Publication Name
Stochastic Finance: a Numeraire Approach
Publication Year
2017
Subject
Finance, Mathematics
Type
Textbook
Author
Jan Vecer
Format
Paperback

Dimensions

Item Height
234 mm
Item Weight
454 g
Item Width
156 mm

Additional Product Features

Country/Region of Manufacture
United Kingdom
Title_Author
Jan Vecer
Series Title
Chapman & Hall/Crc Financial Mathematics Series

Item description from the seller

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