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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: | , |
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| Formato: | Printed Book |
| Idioma: | English |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
2012.
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| Series: | Mastering mathematical finance
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| Subjects: | |
| Acceso en liña: | Cover image Contributor biographical information Publisher description Table of contents only |
Internet
Cover imageContributor biographical information
Publisher description
Table of contents only
University of Calicut
| Número de Clasificación: |
332.01/5111 |
|---|---|
| Copia | Live Status Unavailable |