Discrete models of financial markets [E-Book] / Marek Capiński, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK.
Capiński, Marek, (author)
Kopp, P. E., (author)
Cambridge : Cambridge University Press, 2012
1 online resource (ix, 181 pages)
englisch
9780521175722
9781139051583
9781107002630
Mastering mathematical finance
Full Text
Table of Contents:
  • 1. Introduction
  • 2. Single-step asset pricing models
  • 3. Multi-step binomial model
  • 4. Multi-step general models
  • 5. American options
  • 6. Modelling bonds and interest rates.