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Stochastic Finance: A Numeraire Approach by Jan Vecer instant download

  • SKU: EBN-237381358
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Instant download (eBook) Stochastic Finance: A Numeraire Approach after payment.
Authors:Jan Vecer
Pages:updating ...
Year:2011
Publisher:Taylor & Francis Group
Language:english
File Size:3.77 MB
Format:epub
Categories: Ebooks

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Stochastic Finance: A Numeraire Approach by Jan Vecer instant download

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
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