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Könyv Binomial Models in Finance John van der Hoek

Binomial Models in Finance

Szerző: John van der Hoek, Robert J. Elliott
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Springer-Verlag New York Inc.
Elérhetőség: Beszállítói készleten alacsony példányszámban
Küldés 11-15 napon belül
72 153 Ft
This book deals with many topics in modern financial mathematics in a way that does not use advanced...

Információk a könyvről

Szerző
John van der Hoek, Robert J. Elliott
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2005
oldal
306
EAN
9780387258980
ISBN
0387258981
Enbook ID
01381349
Kiadó
Springer-Verlag New York Inc.
Súly
1380
Méretek
155 x 235 x 21

Teljes leírás

This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who wish to understand and apply financial models in the spreadsheet computing environment.The basic building block is the one-step binomial model where a known price today can take one of two possible values at the next time. In this simple situation, risk neutral pricing can be defined and the model can be applied to price forward contracts, exchange rate contracts, and interest rate derivatives. The simple one-period framework can then be extended to multi-period models. The authors show how binomial tree models can be constructed for several applications to bring about valuations consistent with market prices. The book closes with a novel discussion of real options.

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