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Paperback Discrete Models of Financial Markets Book
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ISBN: 0521175720

ISBN13: 9780521175722

Discrete Models of Financial Markets

(Part of the Mastering Mathematical Finance Series)

by , ,
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Format: Paperback

Condition: New

$46.99
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Book Overview

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 applied in detail to pricing and hedging...

Related Subjects

Business Business & Investing Economics

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