Mohlo by se vám také líbit

Více informací o knize Binomial Models in Finance

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 477 bodů

Anotace knihy

This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who wish to understand and apply financial models in the spreadsheet computing environment.The basic building block is the one-step binomial model where a known price today can take one of two possible values at the next time. In this simple situation, risk neutral pricing can be defined and the model can be applied to price forward contracts, exchange rate contracts, and interest rate derivatives. The simple one-period framework can then be extended to multi-period models. The authors show how binomial tree models can be constructed for several applications to bring about valuations consistent with market prices. The book closes with a novel discussion of real options.

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Economics Economic theory & philosophy

• Plný název: Binomial Models in Finance
• Autor: John van der Hoek, Robert J. Elliott
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 306
• EAN: 9780387258980
• ISBN: 0387258981
• ID: 01381349
• Nakladatelství: Springer-Verlag New York Inc.
• Hmotnost: 1380 g
• Rozměry: 235 × 155 × 21 mm
• Datum vydání: 08. December 2005

Oblíbené z jiného soudku

---

---

---