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Lectures on financial mathematics: discrete asset pricing
This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the set of possible trading times--this includes the popular binomial...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Morgan & Claypool
2010
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2288708 |