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“Derivative Pricing in Discrete Time introduces the basic ideas of financial derivatives with a minimum of prerequisites. ... Indeed, as an undergraduate-level mathematical treatment of the subject, this is the best textbook I have seen. ... I would recommend the book to students preparing for financial careers, such as actuaries. Practical pricing models should make more sense with the theoretical grounding provided by this book.” (John Curran, MAA Reviews, May, 2014)
Reseña del editor
This book covers mathematical modeling of financial markets and rational pricing of derivatives, a theory which underpins modern financial practice. Emphasizing clarity and rigor throughout, the theme is the problem of finding a fair price for a derivative.
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- EditorialSpringer
- Año de publicación2012
- ISBN 10 1447144074
- ISBN 13 9781447144076
- EncuadernaciónTapa blanda
- IdiomaInglés
- Número de páginas344
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Derivative Pricing in Discrete Time
Librería: Majestic Books, Hounslow, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. pp. 344 63 Illus. Nº de ref. del artículo: 56771277
Cantidad disponible: 1 disponibles
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Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics Series)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
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Condición: New. In. Nº de ref. del artículo: ria9781447144076_new
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Derivative Pricing in Discrete Time
Publicado por
Springer London Sep 2012, 2012
ISBN 10: 1447144074
ISBN 13: 9781447144076
Nuevo
Taschenbuch
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it is not possible for any trader to make a risk free profit by trading in the derivative.To keep the mathematics as simple as possible, while explaining the basic principles, only discrete time models with a finite number of possible future scenarios are considered. The theory examines the simplest possible financial model having only one time step, where many of the fundamental ideas occur, and are easily understood. Proceeding slowly, the theory progresses to more realistic models with several stocks and multiple time steps, and includes a comprehensive treatment of incomplete models. The emphasis throughout is on clarity combined with full rigour.The later chapters deal with more advanced topics, including how the discrete time theory is related to the famous continuous time Black-Scholes theory, and a uniquely thorough treatment of American options. The book assumes no prior knowledge of financial markets, and the mathematical prerequisites are limited to elementary linear algebra and probability. This makes it accessible to undergraduates in mathematics as well as students of other disciplines with a mathematical component. It includes numerous worked examples and exercises, making it suitable for self-study. 344 pp. Englisch. Nº de ref. del artículo: 9781447144076
Cantidad disponible: 2 disponibles
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Derivative Pricing in Discrete Time
Librería: Books Puddle, New York, NY, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. pp. 344. Nº de ref. del artículo: 2651772690
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Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics Series)
Librería: California Books, Miami, FL, Estados Unidos de America
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Derivative Pricing in Discrete Time
Librería: Biblios, Frankfurt am main, HESSE, Alemania
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Condición: New. pp. 344. Nº de ref. del artículo: 1851772696
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Derivative Pricing in Discrete Time
Publicado por
Springer London, 2012
ISBN 10: 1447144074
ISBN 13: 9781447144076
Nuevo
Kartoniert / Broschiert
Librería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a complete and rigorous treatment of no-arbitrage pricing for both European and American derivatives in complete and incomplete discrete marketsRequires only elementary linear algebra and probability theory, hence accessible to students o. Nº de ref. del artículo: 4184952
Cantidad disponible: Más de 20 disponibles
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Derivative Pricing in Discrete Time
Publicado por
Springer London, Springer London, 2012
ISBN 10: 1447144074
ISBN 13: 9781447144076
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it is not possible for any trader to make a risk free profit by trading in the derivative.To keep the mathematics as simple as possible, while explaining the basic principles, only discrete time models with a finite number of possible future scenarios are considered. The theory examines the simplest possible financial model having only one time step, where many of the fundamental ideas occur, and are easily understood. Proceeding slowly, the theory progresses to more realistic models with several stocks and multiple time steps, and includes a comprehensive treatment of incomplete models. Theemphasis throughout is on clarity combined with full rigour.The later chapters deal with more advanced topics, including how the discrete time theory is related to the famous continuous time Black-Scholes theory, and a uniquely thorough treatment of American options. The book assumes no prior knowledge of financial markets, and the mathematical prerequisites are limited to elementary linear algebra and probability. This makes it accessible to undergraduates in mathematics as well as students of other disciplines with a mathematical component. It includes numerous worked examples and exercises, making it suitable for self-study. Nº de ref. del artículo: 9781447144076
Cantidad disponible: 1 disponibles
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Derivative Pricing in Discrete Time
Publicado por
Springer London Ltd, 2012
ISBN 10: 1447144074
ISBN 13: 9781447144076
Nuevo
Paperback / softback
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Paperback / softback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 551. Nº de ref. del artículo: C9781447144076
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Derivative Pricing in Discrete Time
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: 18991659-n
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