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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Capinski, Marek 1951-
अन्य लेखक: Kopp, P. E. 1944-
स्वरूप: पुस्तक
भाषा:English
प्रकाशित: Cambridge, New York Cambridge University Press 2012.
श्रृंखला:Mastering mathematical finance.
विषय:
ऑनलाइन पहुंच:Cover image
Contributor biographical information
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