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Original Essays | September 17, 2014

Merritt Tierce: IMG Has My Husband Read It?



My first novel, Love Me Back, was published on September 16. Writing the book took seven years, and along the way three chapters were published in... Continue »
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25 Remote Warehouse Mathematics- Modeling

Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics)

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Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics) Cover

 

Synopses & Reviews

Publisher Comments:

Derivatives are financial entities whose value is derived from the value of other more concrete assets such as stocks and commodities. They are an important ingredient of modern financial markets.

Synopsis:

This book covers mathematical modeling of financial markets and rational pricing of derivatives, a theory which underpins modern financial practice. Emphasizing clarity and rigor throughout, the theme is the problem of finding a fair price for a derivative.

Table of Contents

Derivative Pricing and Hedging.- A Simple Market Model.- Single-Period Models.- Multi-Period Models: No-Arbitrage Pricing.- Multi-Period Models: Risk-Neutral Pricing.- The Cox-Ross-Rubinstein model.- American Options.- Advanced Topics.

Product Details

ISBN:
9781447144076
Author:
Cutland, Nigel J.
Publisher:
Springer
Author:
Roux, Alet
Subject:
Mathematics-Modeling
Subject:
Game Theory
Subject:
American options
Subject:
European derivatives
Subject:
arbritrage pricing theory
Subject:
discrete time financial models
Subject:
Financial Derivatives
Subject:
Quantitative Finance
Subject:
Probability Theory and Stochastic Processes
Subject:
Finance/Investment/Banking
Subject:
Applied
Copyright:
Edition Description:
2012
Series:
Springer Undergraduate Mathematics Series
Publication Date:
20121031
Binding:
TRADE PAPER
Language:
English
Pages:
340
Dimensions:
235 x 155 mm

Related Subjects

» Business » Accounting and Finance
» Health and Self-Help » Health and Medicine » Medical Specialties
» Science and Mathematics » Mathematics » Modeling
» Science and Mathematics » Mathematics » Probability and Statistics » General
» Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics) New Trade Paper
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Product details 340 pages Springer - English 9781447144076 Reviews:
"Synopsis" by , This book covers mathematical modeling of financial markets and rational pricing of derivatives, a theory which underpins modern financial practice. Emphasizing clarity and rigor throughout, the theme is the problem of finding a fair price for a derivative.
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