Derivative Pricing in Discrete Time

• Κύριοι συγγραφείς: Cutland, Nigel J. (Συγγραφέας), Roux, Alet (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Springer London : Imprint: Springer, 2013.
• Σειρά: Springer Undergraduate Mathematics Series,
• Θέματα: Mathematics.; Finance.; Economics, Mathematical.; Probabilities.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Finance, general.

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 th...

Πίνακας περιεχομένων:

• 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.