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Discrete Models of Financial Markets by Ekkehard Kopp, Marek Capinski (Paperback, 2012)

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About this product

Product Information

This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems.

Product Identifiers

PublisherCambridge University Press

ISBN-139780521175722

eBay Product ID (ePID)111933195

Product Key Features

Number of Pages192 Pages

LanguageEnglish

Publication NameDiscrete Models of Financial Markets

Publication Year2012

SubjectEconomics

TypeTextbook

AuthorEkkehard Kopp, Marek Capinski

SeriesMastering Mathematical Finance

FormatPaperback

Dimensions

Item Height227 mm

Item Weight310 g

Item Width152 mm

Additional Product Features

Country/Region of ManufactureUnited Kingdom

Title_AuthorMarek Capinski, Ekkehard Kopp