청구기호 |
HB135-147 |
판사항 |
2nd ed. 2012.
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형태사항 |
XVI, 288 p. online resource.
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총서명 |
Undergraduate Texts in Mathematics, 0172-6056
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언어 |
English |
내용 |
Preface -- Notation Key and Greek Alphabet -- 0 Introduction -- Part 1 Options and Arbitrage -- 1 Background on Options -- 2 An Aperitif on Arbitrage -- Part 2 Discrete-Time Pricing Models -- 3 Discrete Probability -- 4 Stochastic Processes, Filtrations and Martingales -- 5 Discrete-Time Pricing Models -- 6 The Binomial Model -- 7 Pricing Nonattainable Alternatives in an Incomplete Market -- 8 Optimal Stopping and American Options -- Part 3 the Black-Scholes Option Pricing Formula -- 9 Continuous Probability -- 10 The Black-Scholes Option Pricing Formula -- Appendix A: Convexity and the Separation Theorem -- Appendix B: Closed, Convex Cones -- Selected Solutions -- References -- Index.
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주제 |
Economics, Mathematical .
Probabilities.
Finance.
Quantitative Finance. --https://scigraph.springernature.com/ontologies/product-market-codes/M13062
Probability Theory and Stochastic Processes. --https://scigraph.springernature.com/ontologies/product-market-codes/M27004
Finance, general. --https://scigraph.springernature.com/ontologies/product-market-codes/600000
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보유판 및 특별호 저록 |
Springer Nature eBook
Printed edition: 9781489985996
Printed edition: 9781461435839
Printed edition: 9781461435815
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ISBN |
9781461435822 |
기타 표준번호 |
10.1007/978-1-4614-3582-2 |
QR CODE |
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