کاربرانی که این کتاب را تهیه کرده اند ، کتاب های زیر را سرچ کرده اند

Discrete Models of Financial Markets
blank
توضیحات

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.

نویسنده

Marek Capiński, Ekkehard Kopp
  • قیمت
    15,000 تومان
  • زبان
    english
  • سال
    2012
  • ناشر
    Cambridge University Press
  • شابک
    9780521175722

فرمت و حجم : PDF, 811 KB
کتاب های مرتبط

افزودن نظر
کتاب های مرتبط

هر گونه کپی برداری از محتوای وبسایت پیگرد قانونی دارد. طراحی توسط آرتایار