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Binomial Models in Finance
Hardcover
Business GeneralInvesting & FinanceGeneral Mathematics
ISBN13: 9780387258980
Publisher: Springer
Published: Dec 8 2005
Pages: 306
Weight: 1.23
Height: 0.81 Width: 6.54 Depth: 9.40
Language: English
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.
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