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£48.00

Cambridge University Press Discrete Models of Financial Markets (Mastering Mathematical Finance)

Name: Discrete Models of Financial Markets (Mastering Mathematical Finance)
Brand: Cambridge University Press
Price: 48.0 GBP
Availability: InStock

Modelling

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Description

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 European and American options within the Cox–Ross–Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 110700263X
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Modelling
Domain: Amazon UK
Release Date: 23 February 2012
Listed Since: 01 September 2011

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Cambridge University Press Discrete Models of Financial Markets (Mastering Mathematical Finance)

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