**ISBN:** 1447144074

**Author:** Nigel J. Cutland,Alet Roux

**Language:** English

**Publisher:** Springer; 2013 edition (September 14, 2012)

**Pages:** 325

**Category:** Mathematics

**Subcategory:** Science

**Rating:** 4.6

**Votes:** 513

**Size Fb2:** 1160 kb

**Size ePub:** 1977 kb

**Size Djvu:** 1417 kb

**Other formats:** mbr rtf mobi azw

Authors: Cutland, Nigel . Roux, Alet. Bibliographic Information. Derivative Pricing in Discrete Time.

Authors: Cutland, Nigel . Provides a complete and rigorous treatment of no-arbitrage pricing for both European and American derivatives in complete and incomplete discrete markets. It includes numerous worked examples and exercises, making it suitable for self-study. Show all. About the authors.

Indeed, as an undergraduate-level mathematical treatment of the subject, this is the best textbook I have seen

Indeed, as an undergraduate-level mathematical treatment of the subject, this is the best textbook I have seen. I would recommend the book to students preparing for financial careers, such as actuaries. Practical pricing models should make more sense with the theoretical grounding provided by this book.

Indeed, as an undergraduate-level mathematical treatment of the subject, this is the best textbook I have seen.

Nigel J. Cutland, Alet Roux. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it is not possible for any trader to make a risk free profit by trading in the derivative. To keep the mathematics as simple as possible, while explaining the basic principles, only discrete time models with a finite number of possible future scenarios are considered.

Springer Undergraduate Mathematics Series). Be the first to ask a question about Derivative Pricing in Discrete Time. Lists with This Book. This book is not yet featured on Listopia.

Buchreihe: Springer Undergraduate Mathematics Series. Autoren: Nigel J. Verlag: Springer London. Print ISBN: 978-1-4471-4407-6. The theory examines the simplest possible financial model having only one time step, where many of the fundamental ideas occur, and are easily understood. Proceeding slowly, the theory progresses to more realistic models with several stocks and multiple time steps, and includes a comprehensive treatment of incomplete models. 2012 Are you sure you want to report the file 9781447144083. Springer 9781447163954. Introduction to Laplace Transforms and Fourier Series, A. hil Dyke.

Derivative Pricing in Discrete Time. Nigel J. pdf is being hosted on the-eye. Are you sure you want to report the file 9781447144083. 20Cutland, Alet%20Roux. 4 months ago. the-eye.

By: Nigel J. Cutland; Alet Roux. Publisher: Springer You are leaving VitalSource and being redirected to Derivative Pricing in Discrete Time. eTextbook Return Policy. Print ISBN: 9781447144076, 1447144074. eText ISBN: 9781447144083, 1447144082. You are leaving VitalSource and being redirected to Derivative Pricing in Discrete Time.

Canonical Url: ww. avoisier. Chemical engineering.