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Zusammenfassung This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing! using the no-arbitrage principle. All proofs are written in a user-friendly! step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems.
Auteur
Ekkehard Kopp is Emeritus Professor of Mathematics at the University of Hull, where he taught courses at all levels in analysis, measure and probability, stochastic processes and mathematical finance between 1970 and 2007. His editorial experience includes service as founding member of the Springer Finance series (1998-2008) and the Cambridge University Press AIMS Library series. He has authored more than 50 research publications and five books. Marek Capinski has published over 50 research papers and nine books. His diverse interests include mathematical finance, corporate finance and stochastic hydrodynamics. For over 35 years he has been teaching these topics, mainly in Poland and in the UK, where he has held visiting fellowships. He is currently Professor of Applied Mathematics at AGH University of Science and Technology in Krakow.
An excellent basis for further study. Suitable even for readers with no mathematical background.
Preface; 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; Index.
Titre: | Discrete Models of Financial Markets |
Auteur: | |
Code EAN: | 9780521175722 |
ISBN: | 978-0-521-17572-2 |
Format: | Couverture cartonnée |
Editeur: | Cambridge University Press |
Genre: | Généralités et lexiques |
nombre de pages: | 192 |
Poids: | 318g |
Taille: | H227mm x B154mm x T12mm |
Année: | 2012 |
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