Discrete Models of Financial Markets

Available
0
StarStarStarStarStar
0Reviews
This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The gener...
Read more
product_type_E-book
pdf
Price
38.00 £
This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The gener...
Read more
Follow the Author

Options

  • Formats: pdf
  • ISBN: 9781139227605
  • Publication Date: 23 Feb 2012
  • Publisher: Cambridge University Press
  • Product language: English
  • Drm Setting: DRM