Discrete models of financial markets

"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 strat...

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Bibliographic Details

Main Author:	Capinski, Marek 1951-
Other Authors:	Kopp, P. E. 1944-
Format:	Book
Language:	English
Published:	Cambridge, New York Cambridge University Press 2012.
Series:	Mastering mathematical finance.
Subjects:	Finance > Mathematical models. Interest rates > Mathematical models.
Online Access:	Cover image Contributor biographical information Publisher description Table of contents only