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(prázdné)
Presents an elementary introduction to probability and mathematical finance. This book details discrete derivative pricing models, culminating in a derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. It examines American options...
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Presents an elementary introduction to probability and mathematical finance. This book details discrete derivative pricing models, culminating in a derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. It examines American options and the Capital Asset Pricing Model.
schovat popis
- Nakladatel: Springer-Verlag New York Inc.
- Kód:
- Rok vydání: 2004
- Jazyk: Angličtina
- Vazba: Taschenbuch
- Počet stran: 356
- Šířka balení: 15.5 cm
- Výška balení: 23.5 cm
- Hloubka balení: 2 cm
- Váha balení: 536 g
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