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Binomial models in finance

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47261] Author:	Van der HoekJohn.,
[NT 47353] Alternative Intellectual Responsibility:	ElliottRobert J., 1940-
[NT 47351] Place of Publication:	New York
[NT 47263] Published:	Springer;
[NT 47352] Year of Publication:	c2006.
[NT 47264] Description:	xiii, 303 p.ill. : 24 cm.;
[NT 47298] Series:	Springer finance
[NT 47266] Subject:	Derivative securities -
[NT 47266] Subject:	Arbitrage - Mathematical models. -
[NT 47266] Subject:	Options (Finance) - Prices -
[NT 50961] ISBN:	0387258981
[NT 60779] Content Note:	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
Van der Hoek, John.

Binomial models in finance / John van der Hoek and Robert J. Elliott. - New York : Springer, c2006.. - xiii, 303 p. ; ill. ; 24 cm.. - (Springer 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 rate models -- Real options -- The binomial distribution -- An application of linear programming -- Volatility estimation -- Existence of a solution -- Some generalizations -- Yield curves and splines..
Includes bibliographical references (p. [297]-300) and index..
ISBN 0387258981
Derivative securitiesArbitrageOptions (Finance) -- Mathematical models. -- Prices

Elliott, Robert J.

Binomial models in finance
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225 2 $a Springer finance. $i Textbook
320 $a Includes bibliographical references (p. [297]-300) and index.
327 0 $a 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.
410 0 $1 2001 $a Springer finance
410 0 $1 2001 $a Springer finance. $i Textbook
606 $a Derivative securities $3 38521 $3 219191
606 $a Arbitrage $x Mathematical models. $3 70829 $3 222659
606 $a Options (Finance) $x Prices $x Problems, exercises, etc. $x Computer programs $3 38523 $3 218294
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700 $a Van der Hoek $b John. $3 70827
701 $a Elliott $b Robert J. $f 1940- $g (Robert James) $3 70828