Á lódáil...
Discrete models of financial markets /
"This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strat...
| Main Authors: | , |
|---|---|
| Formáid: | Printed Book |
| Teanga: | English |
| Foilsithe: |
Cambridge ; New York :
Cambridge University Press,
2012.
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| Sraith: | Mastering mathematical finance
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| Ábhair: | |
| Rochtain Ar Líne: | Cover image Contributor biographical information Publisher description Table of contents only |
Clár Ábhair:
- Machine generated contents note: Preface; 1. Introduction; 2. Single-step asset pricing models; 3. Multi-step binomial model; 4. Multi-step general models; 5. American options; 6. Modelling bonds and interest rates; Index.