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Discrete models of financial markets

Author: Marek Capiński; P E Kopp
Publisher: Cambridge ; New York : Cambridge University Press, 2012.
Series: Mastering mathematical finance
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:
"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 general methods are
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Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Marek Capiński; P E Kopp
ISBN: 9781107002630 110700263X 9780521175722 0521175720
OCLC Number: 757931387
Notes: Includes index.
Description: ix, 181 pages : illustrations ; 24 cm.
Contents: Machine generated contents note: 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.
Series Title: Mastering mathematical finance
Responsibility: Marek Capiński, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK.

Abstract:

An excellent basis for further study. Suitable even for readers with no mathematical background.  Read more...
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'The book could be used by a broad range of practitioners, such as analysts, risk managers, quants, consultants, and auditors in financial markets, as it provides an overview of all the basic Read more...

 
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