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Discrete models of financial markets (2012)

Capiński, Marek [VerfasserIn] 1951- ; Kopp, P. E. [VerfasserIn] 1944-

Cambridge : Cambridge University Press

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UID:

gbv_883324229

Umfang: 1 Online-Ressource (ix, 181 pages) , digital, PDF file(s)

ISBN: 9781139051583

Serie: Mastering mathematical finance

Inhalt: 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

Inhalt: 1. Introduction -- 2. Single-step asset pricing models -- 3. Multi-step binomial model -- 4. Multi-step general models -- 5. American options -- 6. Modelling bonds and interest rates

Anmerkung: Title from publisher's bibliographic system (viewed on 05 Oct 2015)

Weitere Ausg.: ISBN 9781107002630

Weitere Ausg.: ISBN 9780521175722

Weitere Ausg.: Erscheint auch als Druck-Ausgabe ISBN 9781107002630

Sprache: Englisch

DOI: 10.1017/CBO9781139051583

URL: Volltext (lizenzpflichtig)

URL: Inhaltsverzeichnis

URL: Inhaltstext

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Stabi Berlin

UB Potsdam

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Discrete models of financial markets / (2012)

Capiński, Marek, 1951- ; Kopp, Peter E., 1944-

Cambridge [u.a.] :Cambridge Univ. Press,

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Details

UID:

almahu_BV040096353

Umfang: IX, 181 S. : , graph. Darst.

Ausgabe: 1. publ.

ISBN: 978-1-107-00263-0 , 978-0-521-17572-2

Serie: Mastering mathematical finance

Anmerkung: "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"-- Provided by publisher. -- "This volume introduces simple mathematical models of financial markets, focussing on the problems of pricing and hedging risky financial instruments whose price evolution depends on the prices of other risky assets, such as stocks or commodities. Over the past four decades trading in these derivative securities (so named since their value derives from those of other, underlying, assets) has expanded enormously, not least as a result of the availability of mathematical models that provide initial pricing benchmarks. The markets in these financial instruments have provided investors with a much wider choice of investment vehicles, often tailor-made to specific investment objectives, and have led to greatly enhanced liquidity in asset markets. At the same time, the proliferation of ever more complex derivatives has led to increased market volatility resulting from the search for ever-higher short-term returns, while the sheer speed of expansion has made investment banking a highly specialised business, imperfe. - Includes bibliographical references and index

Sprache: Englisch

Fachgebiete: Wirtschaftswissenschaften , Mathematik

RVK:

SK 980

RVK:

QP 890

Schlagwort(e): Finanzmathematik

URL: Cover image

URL: Contributor biographical information

URL: Publisher description

URL: Table of contents only

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024953017&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

URL: Cover image

URL: Contributor biographical information

URL: Publisher description

URL: Table of contents only

URL: Inhaltsverzeichnis

Mehr zum Autor: Capiński, Marek, 1951-

Mehr zum Autor: Kopp, Peter E., 1944-

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Bibliothek	Standort	Signatur	Band/Heft/Jahr	Verfügbarkeit

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Buch

Fernleihwunsch

HU Berlin

BTU Cottbus

Online-Ressource

Discrete models of financial markets / (2012)

Capiński, Marek, 1951- ; Kopp, P. E., 1944-

Cambridge :Cambridge University Press,

zur Merkliste hinzufügen auf der Merkliste

Details

UID:

almahu_9948233549202882

Umfang: 1 online resource (ix, 181 pages) : , digital, PDF file(s).

ISBN: 9781139051583 (ebook)

Serie: Mastering mathematical finance

Inhalt: 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.

Anmerkung: Title from publisher's bibliographic system (viewed on 05 Oct 2015). , 1. Introduction -- 2. Single-step asset pricing models -- 3. Multi-step binomial model -- 4. Multi-step general models -- 5. American options -- 6. Modelling bonds and interest rates.

Weitere Ausg.: Print version: ISBN 9781107002630

Sprache: Englisch

URL: https://doi.org/10.1017/CBO9781139051583

Bookmarklink

Bibliothek	Standort	Signatur	Band/Heft/Jahr	Verfügbarkeit

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Online-Ressource

HU Berlin

Online-Ressource

Discrete models of financial markets / (2012)

Capiński, Marek, 1951- ; Kopp, Peter E., 1944-

Cambridge [u.a.] :Cambridge Univ. Press,

zur Merkliste hinzufügen auf der Merkliste

Details

UID:

almahu_BV041381179

Umfang: 1 Online-Ressource (IX, 181 S.) : , graph. Darst.

Ausgabe: 1. publ.

ISBN: 9781139051583

Serie: Mastering mathematical finance

Anmerkung: Includes bibliographical references and index

Weitere Ausg.: Erscheint auch als Druck-Ausgabe, Hardcover ISBN 978-1-107-00263-0

Weitere Ausg.: Erscheint auch als Druck-Ausgabe, Paperback ISBN 978-0-521-17572-2

Sprache: Englisch

Fachgebiete: Wirtschaftswissenschaften , Mathematik

RVK:

QP 890

RVK:

SK 980

Schlagwort(e): Finanzmathematik

DOI: 10.1017/CBO9781139051583

Mehr zum Autor: Capiński, Marek, 1951-

Mehr zum Autor: Kopp, Peter E., 1944-

Bookmarklink

Bibliothek	Standort	Signatur	Band/Heft/Jahr	Verfügbarkeit

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Online-Ressource

Open Access Wunsch

HU Berlin

Online-Ressource

Discrete models of financial markets / (2012)

Capinski, Marek, 1951- ; Kopp, P. E., 1944-

Cambridge :Cambridge University Press,

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Details

UID:

edocfu_9959245783902883

Umfang: 1 online resource (ix, 181 pages) : , digital, PDF file(s).

ISBN: 1-107-22676-7 , 1-139-22760-2 , 1-280-39338-6 , 1-139-23280-0 , 9786613571304 , 1-139-05158-X , 1-139-23058-1 , 1-139-22913-3 , 1-139-23358-0 , 1-139-23204-5

Serie: Mastering mathematical finance

Inhalt: 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.

Anmerkung: Includes index. , 1. Introduction -- 2. Single-step asset pricing models -- 3. Multi-step binomial model -- 4. Multi-step general models -- 5. American options -- 6. Modelling bonds and interest rates. , English

Weitere Ausg.: ISBN 0-521-17572-0

Weitere Ausg.: ISBN 1-107-00263-X

Sprache: Englisch

Bookmarklink

Bibliothek	Standort	Signatur	Band/Heft/Jahr	Verfügbarkeit

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Online-Ressource

FU Berlin

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