Binomial Models in Finance

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

Book Overview

This book describes the modeling of prices of financial assets in a simple discrete time, discrete state, binomial framework. By avoiding the mathematical technicalities of continuous time finance, the material will be accessible to a wide audience. Some of the developments and formulae appear here for the first time in book form.

• Format: Paperback
• Language: English
• ISBN: 1441920730
• ISBN13: 9781441920737
• Release Date: November 2010
• Publisher: Springer
• Length: 306 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.7" x 6.0" x 9.0"