Derivative Pricing in Discrete Time
Derivatives are financial entities whose value is derived from the value of other more concrete assets such as stocks and commodities. They are an important ingredient of modern financial markets. This book provides an introduction to the mathematical modelling of real world financial markets and th...
| Main Authors: | , |
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| Corporate Author: | |
| Language: | English |
| Published: |
London :
Springer London : Imprint: Springer,
2013.
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| Edition: | 1st ed. 2013. |
| Series: | Springer Undergraduate Mathematics Series,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-1-4471-4408-3 |
Table of Contents:
- Derivative Pricing and Hedging
- A Simple Market Model
- Single-Period Models
- Multi-Period Models: No-Arbitrage Pricing
- Multi-Period Models: Risk-Neutral Pricing
- The Cox-Ross-Rubinstein model
- American Options
- Advanced Topics.