Binomial Models in Finance

Name: Binomial Models in Finance
Brand: Springer-Verlag New York Inc.
SKU: 9780387258980
Price: 208.79 EUR
Availability: InStock

Автор: John van der Hoek, Robert J. Elliott

Език:

Корици: С твърди корици

Издател: Springer-Verlag New York Inc.

Наличност: Външен склад в ограничено количество

Изпращаме след 11-15 дни

208.79 € 408.37 лв

This book deals with many topics in modern financial mathematics in a way that does not use advanced...

Информация за книгата

Автор

John van der Hoek, Robert J. Elliott

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2005

страници

306

EAN

9780387258980

ISBN

0387258981

Enbook ID

01381349

Издател

Springer-Verlag New York Inc.

Теглоt

1380

Размери

155 x 235 x 21

Пълно описание

This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who wish to understand and apply financial models in the spreadsheet computing environment.The basic building block is the one-step binomial model where a known price today can take one of two possible values at the next time. In this simple situation, risk neutral pricing can be defined and the model can be applied to price forward contracts, exchange rate contracts, and interest rate derivatives. The simple one-period framework can then be extended to multi-period models. The authors show how binomial tree models can be constructed for several applications to bring about valuations consistent with market prices. The book closes with a novel discussion of real options.

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Binomial Models in Finance

Информация за книгата

Пълно описание

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