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Binomial models in finance

紀錄類型:	書目-語言資料,印刷品 : 單行本
作者:	Van der HoekJohn.,
合作者:	ElliottRobert J., 1940-
出版地:	New York
出版者:	Springer;
出版年:	c2006.
面頁冊數:	xiii, 303 p.ill. : 24 cm.;
集叢名:	Springer finance
標題:	Derivative securities -
標題:	Arbitrage - Mathematical models. -
標題:	Options (Finance) - Prices -
ISBN:	0387258981
內容註:	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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410 0 $1 2001 $a Springer finance. $i Textbook
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606 $a Options (Finance) $x Prices $x Problems, exercises, etc. $x Computer programs $3 38523 $3 218294
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