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
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Publisher : Springer Science & Business Media
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ISBN : 0387258981
Pages : 303 pages
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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

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

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