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Binomial Models in Finance
Hoek, John Van Der (University Of Adelaide); Elliott, Robert J.
€ 216.28
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Description for Binomial Models in Finance
Paperback. Series: Springer Finance. Num Pages: 320 pages, biography. BIC Classification: KCH; KJQ; PBW. Category: (P) Professional & Vocational. Dimension: 229 x 152 x 17. Weight in Grams: 431.
This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime?nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here for the ?rst time in book form. We hope our book will appeal to various audiences. These include MBA s- dents,upperlevelundergraduatestudents,beginningdoctoralstudents,qu- titative analysts at a basic level and senior executives who seek material on new developments in ?nance at an accessible level. The basic building block in our book is the one-step binomial model where a known price today can take one ... Read more
This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime?nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here for the ?rst time in book form. We hope our book will appeal to various audiences. These include MBA s- dents,upperlevelundergraduatestudents,beginningdoctoralstudents,qu- titative analysts at a basic level and senior executives who seek material on new developments in ?nance at an accessible level. The basic building block in our book is the one-step binomial model where a known price today can take one ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag New York Inc. United States
Number of pages
320
Condition
New
Series
Springer Finance
Number of Pages
306
Place of Publication
New York, NY, United States
ISBN
9781441920737
SKU
V9781441920737
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Binomial Models in Finance
From the reviews: "Overall, this is an excellent 'workbook' for practitioners who seek to understand and apply financial asset price models by working through a comprehensive collection of both theoretical and dataset-driven numerical examples, follwoed by up to 15 end-of-chapter exercises with elaborated parts taht help clarify the mathematical and computational aspects of the chapter." Wai F. Chiu ... Read more