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Record Nr. |
UNINA9910783227403321 |
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Autore |
Ng Siu-Ah |
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Titolo |
Hypermodels in mathematical finance [[electronic resource] ] : modelling via infinitesimal analysis / / Siu-Ah Ng |
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Pubbl/distr/stampa |
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River Edge, N.J., : World Scientific, c2003 |
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ISBN |
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1-281-87690-9 |
9786611876906 |
981-256-452-7 |
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Descrizione fisica |
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1 online resource (313 p.) |
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Disciplina |
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Soggetti |
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Investments - Mathematical models |
Securities - Mathematical models |
Risk management - Mathematical models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 289-294) and index. |
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Nota di contenuto |
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Preface; Contents; NOTATION AND CONVENTION; Chapter 1 Basic Concepts and Practice in Finance; Chapter 2 Infinitesimal Analysis and Hypermodels; Chapter 3 Absence of Arbitrage; Chapter 4 Explicit Option Pricing; Chapter 5 Pricing with Binary Tree Hypermodels; Chapter 6 Further Applications; Chapter 7 The Mathematics of Hypermodels; Appendix A Mathematica Programs; Bibliography; Index |
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Sommario/riassunto |
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At the beginning of the new millennium, two unstoppable processes are taking place in the world: (1) globalization of the economy; (2)information revolution. As a consequence, there is greater participation of the world population in capital market investment,such as bonds and stocks and their derivatives. |
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