Discrete Models of Financial Markets

Auteur: Capinski, Marek (AGH University of Science and Technology, Krakow)
Editeur: Cambridge University Press
This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems.

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This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems.
ISBN / EAN 9780521175722
Auteur Capinski, Marek (AGH University of Science and Technology, Krakow)
Editeur Cambridge University Press