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Encyclopedia of Financial Models, Volume I.

Annotation

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Fabozzi, Frank J.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York : John Wiley & Sons, Incorporated, 2012.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:Annotation
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