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...

Descripció completa

Dades bibliogràfiques
Autors principals: Capiński, Marek, Kopp, P. E. (Autor)
Format: Printed Book
Idioma:English
Publicat: Cambridge ; New York : Cambridge University Press, 2012.
Col·lecció:Mastering mathematical finance
Matèries:
Finance > Mathematical models.
Interest rates > Mathematical models.
BUSINESS & ECONOMICS / Statistics.
Accés en línia:Cover image
Contributor biographical information
Publisher description
Table of contents only

Internet

Cover image
Contributor biographical information
Publisher description
Table of contents only

University of Calicut

Detall dels fons de University of Calicut
Signatura: 332.01/5111
Còpia Comprovació en temps real no disponible

Ítems similars