ISBN: 9781107002630 - discrete models of financial markets (mastering mathematical finance) (5 Ergebnisse)

Zustand: New. In English.

Zustand: New. An excellent basis for further study. Suitable even for readers with no mathematical background. Series: Mastering Mathematical Finance. Num Pages: 192 pages, 10 b/w illus. 95 exercises. BIC Classification: KCH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 234 x 153 x 17. Weight in Grams: 430. . 2012. Illustrated. hardcover. . . . . Books ship from the US and Ireland. …

Hardcover. Zustand: Brand New. 181 pages. 9.00x6.00x0.50 inches. In Stock.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems. …

Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | An excellent basis for further study. Suitable even for readers with no mathematical background.