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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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