Hypermodels in mathematical finance [[electronic resource] ] : modelling via infinitesimal analysis / / Siu-Ah Ng
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| Autore: |
Ng Siu-Ah
|
| Titolo: |
Hypermodels in mathematical finance [[electronic resource] ] : modelling via infinitesimal analysis / / Siu-Ah Ng
|
| Pubblicazione: | River Edge, N.J., : World Scientific, c2003 |
| Descrizione fisica: | 1 online resource (313 p.) |
| Disciplina: | 332.6 |
| Soggetto topico: | Investments - Mathematical models |
| Securities - Mathematical models | |
| Risk management - Mathematical models | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references (p. 289-294) and index. |
| Nota di contenuto: | 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 |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Hypermodels in mathematical finance |
| ISBN: | 1-281-87690-9 |
| 9786611876906 | |
| 981-256-452-7 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910783227403321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |