Binomial Models in Finance

by Robert James Elliott, John Van Der Hoek, ELLIOTT ROBERT J HOEK, JOHN

Book Overview

This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime?nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here for the ?rst time in book form. We hope our book will appeal to various audiences. These include MBA s- dents, upperlevelundergraduatestudents, beginningdoctoralstudents,...

• Format: Hardcover
• Language: English
• ISBN: B01DWUAYUA
• ISBN13: 9780387258980
• Release Date: January 2006
• Publisher: Springer
• Length: 306 Pages
• Weight: 1.23 lbs.
• Dimensions: 0.8" x 6.5" x 9.4"