Marek Capinski

Discrete Models of Financial Markets

• Gebundenes Buch

Produktbeschreibung

An excellent basis for further study. Suitable even for readers with no mathematical background.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 192
• Erscheinungstermin: 23. Februar 2012
• Englisch
• Abmessung: 235mm x 157mm x 15mm
• Gewicht: 437g
• ISBN-13: 9781107002630
• ISBN-10: 110700263X
• Artikelnr.: 35060450

Autorenporträt

Marek Capi¿ski has published over 50 research papers and nine books. His diverse interests include mathematical finance, corporate finance and stochastic hydrodynamics. For over 35 years he has been teaching these topics, mainly in Poland and in the UK, where he has held visiting fellowships. He is currently Professor of Applied Mathematics at AGH University of Science and Technology in Krakow.

Inhaltsangabe

Preface
1. Introduction
2. Single-step asset pricing models
3. Multi-step binomial model
4. Multi-step general models
5. American options
6. Modelling bonds and interest rates
Index.