Binomial Models in Finance

Download or Read online Binomial Models in Finance full in PDF, ePub and kindle. This book written by John van der Hoek and published by Springer Science & Business Media which was released on 01 July 2022 with total pages 303. We cannot guarantee that Binomial Models in Finance book is available in the library, click Get Book button to download or read online books. Join over 650.000 happy Readers and READ as many books as you like.

Binomial Models in Finance
Binomial Models in Finance
Author :
Publisher : Springer Science & Business Media
Release Date :
ISBN : 0387258981
Pages : 303 pages
Rating : /5 ( users)
GET BOOK!

Download or Read Online Binomial Models in Finance in PDF, Epub and Kindle

Introduction -- The binomial model for stock options -- The binomial model for other contracts -- Multiperiod binomial models -- Hedging -- Forward and futures contracts -- American and exotic option pricing -- Path-dependent options -- The Greeks -- Dividends -- Implied volatility trees -- Implied binomial trees -- Interest rate models -- Real options -- The binomial distribution -- An application of linear programming -- Volatility estimation -- Existence of a solution -- Some generalizations -- Yield curves and splines.

Binomial Models in Finance

Binomial Models in Finance by John van der Hoek,Robert J. Elliott

Introduction -- The binomial model for stock options -- The binomial model for other contracts -- Multiperiod binomial models -- Hedging -- Forward and futures contracts -- American and exotic option pricing -- Path-dependent options -- The Greeks -- Dividends -- Implied volatility trees -- Implied binomial trees -- Interest

GET BOOK!
Mathematical Finance Theory Review and Exercises

Mathematical Finance Theory Review and Exercises by Emanuela Rosazza Gianin,Carlo Sgarra

The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models. Many of the exercises are solved, while others are only proposed. Every chapter contains an introductory section illustrating the main theoretical results necessary to solve the exercises. The book is

GET BOOK!
Stochastic Calculus for Finance I

Stochastic Calculus for Finance I by Steven Shreve

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from

GET BOOK!
Mathematical Models of Financial Derivatives

Mathematical Models of Financial Derivatives by Yue-Kuen Kwok

This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis

GET BOOK!
Isabelle

Isabelle by Chanette Paul

Hul persoonlikhede knoop en skuur behoorlik - sy, die opsters gravinnetjie, en hy, die boertige bywoner. Maar meer as 'n herinnering kan Isabelle nie word nie, want Arendt de Leeuw het net 'n paar maande oor.

GET BOOK!
Discrete time Asset Pricing Models in Applied Stochastic Finance

Discrete time Asset Pricing Models in Applied Stochastic Finance by P. C. G. Vassiliou

Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping professionals manage financial risks. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and

GET BOOK!
Future Perspectives in Risk Models and Finance

Future Perspectives in Risk Models and Finance by Alain Bensoussan,Dominique Guegan,Charles S. Tapiero

This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial “uncertainty”, based on both common and private information and economic theories defining the rules that

GET BOOK!
Stochastic Processes with Applications to Finance

Stochastic Processes with Applications to Finance by Masaaki Kijima

In recent years, modeling financial uncertainty using stochastic processes has become increasingly important, but it is commonly perceived as requiring a deep mathematical background. Stochastic Processes with Applications to Finance shows that this is not necessarily so. It presents the theory of discrete stochastic processes and their applications in finance

GET BOOK!
Option Valuation

Option Valuation by Hugo D. Junghenn

Option Valuation: A First Course in Financial Mathematics provides a straightforward introduction to the mathematics and models used in the valuation of financial derivatives. It examines the principles of option pricing in detail via standard binomial and stochastic calculus models. Developing the requisite mathematical background as needed, the text presents

GET BOOK!
Introducing Financial Mathematics

Introducing Financial Mathematics by Mladen Victor Wickerhauser

"This book seeks to replace existing books with a more rigorous stand-alone text that covers fewer examples but with more proofs, and also provides example computer programs, mainly in Octave/Matlab but also as spreadsheets and Macsyma scripts, with which students may experiment on real data"--

GET BOOK!
Stochastic Financial Models

Stochastic Financial Models by Douglas Kennedy

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations rather than seeking

GET BOOK!
The Oxford Guide to Financial Modeling

The Oxford Guide to Financial Modeling by Thomas S. Y. Ho,Sang Bin Lee

The essential premise of this book is that theory and practice are equally important in describing financial modeling. In it the authors try to strike a balance in their discussions between theories that provide foundations for financial models and the institutional details that provide the context for applications of the

GET BOOK!
Risk Neutral Valuation

Risk Neutral Valuation by Nicholas H. Bingham,Rüdiger Kiesel

This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated,

GET BOOK!
Semi Markov Risk Models for Finance Insurance and Reliability

Semi Markov Risk Models for Finance Insurance and Reliability by Jacques Janssen,Raimondo Manca

Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for

GET BOOK!
Financial Derivatives

Financial Derivatives by Jamil Baz,George Chacko

Publisher Description

GET BOOK!