Binomial Models in Finance (Springer Finance)

Binomial Models in Finance (Springer Finance)

Editorial Reviews
Book Description
This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who wish to understand and apply financial models in the spreadsheet computing environment. The basic building block is the one-step binomial model where a known price today can take one of two possible values at the next time. In this simple situation, risk neutral pricing can be defined and the model can be applied to price forward contracts, exchange rate contracts, and interest rate derivatives. The simple one-period framework can then be extended to multi-period models. The authors show how binomial tree models can be constructed for several applications to bring about valuations consistent with market prices. The book closes with a novel discussion of real options.

Binomial Models in Finance (Springer Finance),John van der Hoek,Robert J. Elliott,Springer,0387258981,Business & Economics,Business / Economics / Finance,Business/Economics,Derivative securities,Finance,Game Theory,Mathematical models,Options (Finance),Prices,Probability & Statistics - General,Statistics,Business & Economics / Statistics

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