Binomial Models in Finance

Name: Binomial Models in Finance
Brand: Springer-Verlag New York Inc.
SKU: 9780387258980
Price: 4623 CZK
Availability: InStock

Autor: John van der Hoek, Robert J. Elliott

Jazyk:

Vazba: Pevná

Vydavatel: Springer-Verlag New York Inc.

Dostupnost: Skladem u dodavatele v malém množství

Odesíláme za 13-18 dnů

4 623 Kč

This book deals with many topics in modern financial mathematics in a way that does not use advanced...

Informace o knize

Autor

John van der Hoek, Robert J. Elliott

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2005

Stránek

306

EAN

9780387258980

ISBN

0387258981

Enbook ID

01381349

Vydavatel

Springer-Verlag New York Inc.

Hmotnost

1380

Rozměry

155 x 235 x 21

Kompletní popis

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.

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Binomial Models in Finance

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také