Encyclopedia of Financial Models, Volume I.
Annotation
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
New York :
John Wiley & Sons, Incorporated,
2012.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | Annotation |
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Notas: | KEY POINTS. |
Descripción Física: | 1 online resource (885 pages) |
Bibliografía: | REFERENCESArbitrage Pricing: Finite-State Models; THE ARBITRAGE PRINCIPLE; ARBITRAGE PRICING IN A ONE-PERIOD SETTING; ARBITRAGE PRICING IN A MULTIPERIOD FINITE-STATE SETTING; THE BINOMIAL MODEL; ARBITRAGE PRICING IN A DISCRETE-TIME, CONTINUOUS-STATE SETTING; KEY POINTS; NOTES; REFERENCES; Arbitrage Pricing: Continuous-State, Continuous-Time Models; THE ARBITRAGE PRINCIPLE IN CONTINUOUS TIME; ARBITRAGE PRICING IN CONTINUOUS-STATE, CONTINUOUS-TIME; OPTION PRICING; STATE-PRICE DEFLATORS; EQUIVALENT MARTINGALE MEASURES; EQUIVALENT MARTINGALE MEASURES AND GIRSANOV'S THEOREM. |
ISBN: | 9781118539859 1118539850 9781118539767 1118539761 |