Derivative pricing in discrete time
Auteur :
Cutland, Nigel J. / Roux, Alet
Éditeur :
Springer London Ltd
ISBN :
9781447144076
Date de publication :
7 sept. 2012
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research.