Derivative pricing in discrete time
Derivatives are financial entities whose value is derived from the value of other more concrete assets such as stocks and commodities. They are an important ingredient of modern financial markets.This book provides an introduction to the mathematical modelling of real world financial markets and the...
Guardat en:
| Autors principals: | , |
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| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
London :
Springer London
2013.
Cham : Springer Nature |
| Col·lecció: | Springer Undergraduate Mathematics Series
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| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Derivative pricing in discrete time, Texte imprimé, 9781447144076 |
Taula de continguts:
- Derivative Pricing and Hedging A Simple Market Model Single-Period Models Multi-Period Models: No-Arbitrage Pricing Multi-Period Models: Risk-Neutral Pricing The Cox-Ross-Rubinstein model American Options Advanced Topics