Stochastic Finance

Introduction. Elements of Finance. Binomial Model. Diffusion Models. Interest Rate Contracts. Barrier Options. Lookback Options. American Options. Contracts on Three or More Assets: Quantos, Rainbows and "Friends". Asian Options. Jump Models. Appendix. Solutions to Selected Exercises. References. Index.

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• Economia estatística
• Matemática aplicada
• Finanças e contabilidade
• Probabilidade e Estatística

Reference Asset;Rainbow Option;Numeraire;Arrow Debreu Security;Barrier Options;Black Scholes Partial Differential Equation;Stochastic Finance;Asian Call Option;Derivatives;Geometric Brownian Motion Model;European Call Options;Hedging Portfolio;Compensated Poisson Process;European Call Option;Pricing Martingale Measure;Hedging Position;Forward LIBOR;Black Scholes Formula;Call Option;Martingale Measure;Plain Vanilla Options;Optimal Exercise Time;Plain Vanilla;Partial Differential Equation Approach;Maximal Asset;Partial Differential Equation;T-forward Measure;Lookback Option;Plain Vanilla European Option;Asian Option