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...
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Édition: | 1st ed. 2006. |
| Collection: | Springer Finance Textbooks
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| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
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 |
Table des matières:
- 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