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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...
| Huvudupphovsmän: | , |
|---|---|
| Materialtyp: | Printed Book |
| Språk: | English |
| Publicerad: |
Cambridge ; New York :
Cambridge University Press,
2012.
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| Serie: | Mastering mathematical finance
|
| Ämnen: | |
| Länkar: | 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
| Signum: |
332.01/5111 |
|---|---|
| Exemplar | Status otillgänglig |