Derivative Pricing in Discrete Time |
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| Author:
| Cutland, Nigel J.
Roux, Alet |
| Series title: | Springer Undergraduate Mathematics Ser. |
| ISBN: | 978-1-4471-4408-3 |
| Publication Date: | Sep 2012 |
| Publisher: | Springer London, Limited
|
| Imprint: | Springer |
| Book Format: | Ebook |
| List Price: | USD $49.95 |
Book Description:
|
This book covers mathematical modeling of financial markets and rational pricing of derivatives, a theory which underpins modern financial practice. Emphasizing clarity and rigor throughout, the theme is the problem of finding a fair price for a derivative.
This book covers mathematical modeling of financial markets and rational pricing of derivatives, a theory which underpins modern financial practice. Emphasizing clarity and rigor throughout, the theme is the problem of finding a fair price for a derivative.