Articles liés à Binomial Models in Finance
Synopsis
This book describes the modeling of prices of financial assets in a simple discrete time, discrete state, binomial framework. By avoiding the mathematical technicalities of continuous time finance, the material will be accessible to a wide audience. Some of the developments and formulae appear here for the first time in book form.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer
- Date d'édition2010
- ISBN 10 1441920730
- ISBN 13 9781441920737
- ReliureBroché
- Langueanglais
- Nombre de pages320
- Coordonnées du fabricantnon disponible
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Binomial Models in Finance
Edité par
Springer New York, 2010
ISBN 10 : 1441920730
ISBN 13 : 9781441920737
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime?nancewehopewehavemadethematerial accessible to a wide audience. Some of. N° de réf. du vendeur 4172612
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Binomial Models in Finance
Edité par
Springer New York Nov 2010, 2010
ISBN 10 : 1441920730
ISBN 13 : 9781441920737
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book describes the modelling of prices of nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here for the rst time in book form. We hope our book will appeal to various audiences. These include MBA s- dents,upperlevelundergraduatestudents,beginningdoctoralstudents,qu- titative analysts at a basic level and senior executives who seek material on new developments in nance at an accessible level. The basic building block in our book is the one-step binomial model where a known price today can take one of two possible values at a future time, which might, for example, be tomorrow, or next month, or next year. In this simple situation 'risk neutral pricing' can be de ned and the model can be applied to price forward contracts, exchange rate contracts and interest rate derivatives. In a few places we discuss multinomial models to explain the notions of incomplete markets and how pricing can be viewed in such a context, where unique prices are no longer available. The simple one-period framework can then be extended to multi-period m- els.TheCox-Ross-RubinsteinapproximationtotheBlackScholesoptionpr- ing formula is an immediate consequence. American, barrier and exotic - tions can all be discussed and priced using binomial models. More precise modelling issues such as implied volatility trees and implied binomial trees are treated, as well as interest rate models like those due to Ho and Lee; and Black, Derman and Toy. 320 pp. Englisch. N° de réf. du vendeur 9781441920737
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Binomial Models in Finance
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book describes the modelling of prices of nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here for the rst time in book form. We hope our book will appeal to various audiences. These include MBA s- dents,upperlevelundergraduatestudents,beginningdoctoralstudents,qu- titative analysts at a basic level and senior executives who seek material on new developments in nance at an accessible level. The basic building block in our book is the one-step binomial model where a known price today can take one of two possible values at a future time, which might, for example, be tomorrow, or next month, or next year. In this simple situation 'risk neutral pricing' can be de ned and the model can be applied to price forward contracts, exchange rate contracts and interest rate derivatives. In a few places we discuss multinomial models to explain the notions of incomplete markets and how pricing can be viewed in such a context, where unique prices are no longer available. The simple one-period framework can then be extended to multi-period m- els.TheCox-Ross-RubinsteinapproximationtotheBlackScholesoptionpr- ing formula is an immediate consequence. American, barrier and exotic - tions can all be discussed and priced using binomial models. More precise modelling issues such as implied volatility trees and implied binomial trees are treated, as well as interest rate models like those due to Ho and Lee; and Black, Derman and Toy. N° de réf. du vendeur 9781441920737
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Binomial Models in Finance
Edité par
Springer New York, Springer New York Nov 2010, 2010
ISBN 10 : 1441920730
ISBN 13 : 9781441920737
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -This book describes the modelling of prices of nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here for the rst time in book form. We hope our book will appeal to various audiences. These include MBA s- dents,upperlevelundergraduatestudents,beginningdoctoralstudents,qu- titative analysts at a basic level and senior executives who seek material on new developments in nance at an accessible level. The basic building block in our book is the one-step binomial model where a known price today can take one of two possible values at a future time, which might, for example, be tomorrow, or next month, or next year. In this simple situation ¿risk neutral pricing¿ can be de ned and the model can be applied to price forward contracts, exchange rate contracts and interest rate derivatives. In a few places we discuss multinomial models to explain the notions of incomplete markets and how pricing can be viewed in such a context, where unique prices are no longer available. The simple one-period framework can then be extended to multi-period m- els.TheCox-Ross-RubinsteinapproximationtotheBlackScholesoptionpr- ing formula is an immediate consequence. American, barrier and exotic - tions can all be discussed and priced using binomial models. More precise modelling issues such as implied volatility trees and implied binomial trees are treated, as well as interest rate models like those due to Ho and Lee; and Black, Derman and Toy.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 320 pp. Englisch. N° de réf. du vendeur 9781441920737
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Binomial Models in Finance (Springer Finance Textbooks)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Binomial Models in Finance (Springer Finance Textbooks)
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Binomial Models in Finance
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Binomial Models in Finance
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Paperback. Etat : Brand New. 306 pages. 9.00x6.00x0.73 inches. In Stock. N° de réf. du vendeur x-1441920730
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Binomial Models in Finance
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. Print on Demand pp. 320 23:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 5856417
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Binomial Models in Finance
impression à la demandeVendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Etat : New. PRINT ON DEMAND pp. 320. N° de réf. du vendeur 183072884
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