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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
"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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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.


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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