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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| Diğer Yazarlar: | |
| Materyal Türü: | Kitap |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Cambridge, New York
Cambridge University Press
2012.
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| Seri Bilgileri: | Mastering mathematical finance.
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| Online Erişim: | Cover image Contributor biographical information Publisher description Table of contents only |
