Binomial models in finance
This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who wish to understand and a...
Shranjeno v:
| Auteurs principaux: | , |
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| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Izdaja: | 1st ed. 2006. |
| Serija: | Springer Finance Textbooks
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| Teme: | |
| Online dostop: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Sporočilo: |
Description d'après consultation du 11 mars 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Topics in calculus of variations, lectures given at the 2nd 1987 session of the Centro internazionale matematico estivo (CIME) held at Montecatini Terme, Italy, July 20-28, 1987, M. Giaquinta (ed.), 1989, Berlin, Springer-Verlag, 1 volume (X-196 pages), Lecture notes in mathematics, 0-387-50727-2 • Binomial Models in Finance, Texte imprimé, 9781441920737 • Binomial models in finance, John van der Hoek and Robert J. Elliott, 2006, New York, Springer, 1 vol. (XIII-303 p.), Springer finance, 0-387-25898-1 |
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| 084 | |a 60H30. 2000 | ||
| 100 | 1 | |a Van Der Hoek, John. | |
| 245 | 1 | 0 | |a Binomial models in finance |c John Hoek, Robert J. Elliott. |
| 250 | |a 1st ed. 2006. | ||
| 260 | |a New York, NY : |b Springer New York. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Springer Finance Textbooks |x 2945-9125 | |
| 500 | |a Description d'après consultation du 11 mars 2011 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. p. [297]-300. Index | ||
| 505 | 1 | |a The Binomial Model for Stock Options The Binomial Model for Other Contracts Multiperiod Binomial Models Hedging Forward and Futures Contracts American and Exotic Option Pricing Path-Dependent Options The Greeks Dividends Implied Volatility Trees Implied Binomial Trees Interest Rate Models Real Options The Binomial Distribution An Application of Linear Programming Volatility Estimation Existence of a Solution Some Generalizations Yield Curves and Splines | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who wish to understand and apply financial models in the spreadsheet computing environment. The basic building block is the one-step binomial model where a known price today can take one of two possible values at the next time. In this simple situation, risk neutral pricing can be defined and the model can be applied to price forward contracts, exchange rate contracts, and interest rate derivatives. The simple one-period framework can then be extended to multi-period models. The authors show how binomial tree models can be constructed for several applications to bring about valuations consistent with market prices. The book closes with a novel discussion of real options. John van der Hoek is Senior Lecturer in Applied Mathematics at the University of Adelaide. He has developed courses in finance for a number of years at various levels and is a regular plenary speaker at major conferences on Quantitative Finance. Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary. He is the author of over 300 research papers and several books, including Mathematics of Financial Markets, Second Edition (with P. Ekkehard Kopp), Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and Measure Theory and Filtering: Theory and Applications (with Lakhdar Aggoun). He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications, and the Canadian Applied Mathematics Quarterly | ||
| 650 | |a Mathématiques financières | ||
| 650 | |a Finances |x Modèles mathématiques | ||
| 700 | 1 | |a Elliott, Robert James, |d 1940- |4 aut | |
| 776 | 0 | |0 021013209 |t Topics in calculus of variations |o lectures given at the 2nd 1987 session of the Centro internazionale matematico estivo (CIME) held at Montecatini Terme, Italy, July 20-28, 1987 |f M. Giaquinta (ed.) |d 1989 |c Berlin |n Springer-Verlag |p 1 volume (X-196 pages) |s Lecture notes in mathematics |z 0-387-50727-2 | |
| 776 | 0 | |t Binomial Models in Finance |b Texte imprimé |z 9781441920737 | |
| 776 | 0 | |0 098559737 |t Binomial models in finance |f John van der Hoek and Robert J. Elliott |d 2006 |c New York |n Springer |p 1 vol. (XIII-303 p.) |s Springer finance |z 0-387-25898-1 | |
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