Binomial Approximation Methods for Option Pricing -
-40% koodiga BOOKS
Saadetis 12-18 tööpäeva jooksul
30-päevane tagastamisõigus
Modern option pricing techniques are often considered among the most mathematically complex of all applied areas of finance. Financial analyst has reached a point where they are able to calculate with alarming accuracy, the value of an option. In this book we study binomial approximation methods for European as well as American options. We study options on stocks, with as well as without dividends. We also ... Täielik kirjeldus
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Kirjeldus
Modern option pricing techniques are often considered among the most mathematically complex of all applied areas of finance. Financial analyst has reached a point where they are able to calculate with alarming accuracy, the value of an option. In this book we study binomial approximation methods for European as well as American options. We study options on stocks, with as well as without dividends. We also include a chapter on how to derive Black-Scholes equation from a binomial model. Our study shows how versatile the binomial method is, both from a theoretical and a practical point of view.
Lisateave
| Kirjastaja | LAP LAMBERT Academic Publishing |
|---|---|
| Väljalaskeaasta | 2015 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9783659788598 |