Discrete models of financial markets
Auteur :
Capiński, Marek / Kopp, Ekkehard
Éditeur :
Cambridge University Press
ISBN :
9781107002630
Date de publication :
23 févr. 2012
Dimensions :
23,5 x 15,5 x 1,5 cm
Poids :
430 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems.