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Discrete Models of Financial Markets (Hardcover, New) Loot Price: R1,463
Discovery Miles 14 630
You Save: R243 (14%)
Discrete Models of Financial Markets (Hardcover, New): Marek Capin'ski, Ekkehard Kopp

Discrete Models of Financial Markets (Hardcover, New)

Marek Capin'ski, Ekkehard Kopp

Series: Mastering Mathematical Finance

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List price R1,706 Loot Price R1,463 Discovery Miles 14 630 | Repayment Terms: R137 pm x 12* You Save R243 (14%)

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Mastering Mathematical Finance
Release date: February 2012
First published: February 2012
Authors: Marek Capin'ski • Ekkehard Kopp
Dimensions: 235 x 155 x 15mm (L x W x T)
Format: Hardcover
Pages: 192
Edition: New
ISBN-13: 978-1-107-00263-0
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
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LSN: 1-107-00263-X
Barcode: 9781107002630

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