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By
Ekkehard Kopp and
Marek Capinski
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Bibliographic Detail
Publisher
Cambridge Univ Pr
Publication date
March 26, 2012
Pages
181
Binding
Hardcover
Book category
Adult Non-Fiction
ISBN-13
9781107002630
ISBN-10
110700263X
Dimensions
0.50 by 6 by 9 in.
Weight
0.94 lbs.
Published in
Great Britain
Original list price
$94.99
Other format details
university press
Summaries and Reviews
Amazon.com description: Product Description: 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 strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems.
Editions
Hardcover
The price comparison is for this edition
With Marek Capinski |
from Cambridge Univ Pr (March 26, 2012)
9781107002630 | details & prices | 181 pages | 6.00 × 9.00 × 0.50 in. | 0.94 lbs | List price $94.99
About: This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle.
About: This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle.
Paperback
With Marek Capinski |
from Cambridge Univ Pr (March 26, 2012)
9780521175722 | details & prices | 192 pages | 6.00 × 9.00 × 0.50 in. | 0.68 lbs | List price $44.99
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