silviacolasanti.it
» » Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics Series)

Download Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics Series) fb2, epub

by Nigel J. Cutland,Alet Roux

Download Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics Series) fb2, epub

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.

This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research. 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.

Related to Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics Series)

Download Martingale Methods in Financial Modelling fb2, epub

Martingale Methods in Financial Modelling fb2 epub

Author: Marek Rutkowski,Marek Musiela
Category: Mathematics
ISBN: 354061477X
Download Derivative Instruments: A Guide to Theory and Practice (Quantitative Finance) fb2, epub

Derivative Instruments: A Guide to Theory and Practice (Quantitative Finance) fb2 epub

Author: Brian Eales,Moorad Choudhry
Category: Economics
ISBN: 0750654198
Download Financial Markets (Translations of Mathematical Monographs) fb2, epub

Financial Markets (Translations of Mathematical Monographs) fb2 epub

Author: A. V. Melnikov
Category: Science & Mathematics
ISBN: 0821810820
Download All About Derivatives Second Edition (All About Series) fb2, epub

All About Derivatives Second Edition (All About Series) fb2 epub

Author: Michael Durbin
Category: Investing
ISBN: 0071743510
Download Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management fb2, epub

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management fb2 epub

Author: Marc Potters,Jean-Philippe Bouchaud
Category: Mathematics
ISBN: 0521819164
Download Credit Derivatives and Credit Linked Notes (Wiley Finance) fb2, epub

Credit Derivatives and Credit Linked Notes (Wiley Finance) fb2 epub

Author: Satyajit Das
Category: Marketing & Sales
ISBN: 0471840319
Download Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA fb2, epub

Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA fb2 epub

Author: Frank J. Fabozzi,Dessislava A. Pachamanova
Category: Software
ISBN: 0470371897