Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou |
Autore | Vassiliou P. C. G. |
Edizione | [First edition.] |
Pubbl/distr/stampa | Hoboken : , : John Wiley, , 2013 |
Descrizione fisica | 1 online resource (418 pages) |
Disciplina |
332.0151
332.63/22201 332.6322201 |
Collana | ISTE |
Soggetto topico |
Securities - Mathematical models - Prices
Capital assets pricing model - Mathematical models Stochastic analysis Finance |
Soggetto genere / forma | Electronic books. |
ISBN |
9781118557860
1-118-55786-7 1-118-61866-1 1-299-31536-4 1-118-61877-7 |
Classificazione |
MAT 600f
MAT 606f WIR 160f |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | CHAPTER 1. Probability and Random Variables -- CHAPTER 2. An Introduction to Financial Instruments and Derivatives -- CHAPTER 3. Conditional Expectation and Markov Chains -- CHAPTER 4. The No-Arbitrage Binomial Pricing Model -- CHAPTER 5. Martingales -- CHAPTER 6. Equivalent Martingale Measures, No-Arbitrage and Complete Markets -- CHAPTER 7. American Derivative Securities -- CHAPTER 8. Fixed-Income Markets and Interest Rates -- CHAPTER 9. Credit Risk -- CHAPTER 10. The Heath-Jarrow-Morton Model. |
Record Nr. | UNINA-9910139247603321 |
Vassiliou P. C. G. | ||
Hoboken : , : John Wiley, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou |
Autore | Vassiliou P. C. G. |
Edizione | [First edition.] |
Pubbl/distr/stampa | Hoboken : , : John Wiley, , 2013 |
Descrizione fisica | 1 online resource (418 pages) |
Disciplina |
332.0151
332.63/22201 332.6322201 |
Collana | ISTE |
Soggetto topico |
Securities - Mathematical models - Prices
Capital assets pricing model - Mathematical models Stochastic analysis Finance |
ISBN |
9781118557860
1-118-55786-7 1-118-61866-1 1-299-31536-4 1-118-61877-7 |
Classificazione |
MAT 600f
MAT 606f WIR 160f |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | CHAPTER 1. Probability and Random Variables -- CHAPTER 2. An Introduction to Financial Instruments and Derivatives -- CHAPTER 3. Conditional Expectation and Markov Chains -- CHAPTER 4. The No-Arbitrage Binomial Pricing Model -- CHAPTER 5. Martingales -- CHAPTER 6. Equivalent Martingale Measures, No-Arbitrage and Complete Markets -- CHAPTER 7. American Derivative Securities -- CHAPTER 8. Fixed-Income Markets and Interest Rates -- CHAPTER 9. Credit Risk -- CHAPTER 10. The Heath-Jarrow-Morton Model. |
Record Nr. | UNINA-9910830553803321 |
Vassiliou P. C. G. | ||
Hoboken : , : John Wiley, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou |
Autore | Vassiliou P. C. G. |
Edizione | [First edition.] |
Pubbl/distr/stampa | Hoboken : , : John Wiley, , 2013 |
Descrizione fisica | 1 online resource (418 pages) |
Disciplina |
332.0151
332.63/22201 332.6322201 |
Collana | ISTE |
Soggetto topico |
Securities - Mathematical models - Prices
Capital assets pricing model - Mathematical models Stochastic analysis Finance |
ISBN |
9781118557860
1-118-55786-7 1-118-61866-1 1-299-31536-4 1-118-61877-7 |
Classificazione |
MAT 600f
MAT 606f WIR 160f |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | CHAPTER 1. Probability and Random Variables -- CHAPTER 2. An Introduction to Financial Instruments and Derivatives -- CHAPTER 3. Conditional Expectation and Markov Chains -- CHAPTER 4. The No-Arbitrage Binomial Pricing Model -- CHAPTER 5. Martingales -- CHAPTER 6. Equivalent Martingale Measures, No-Arbitrage and Complete Markets -- CHAPTER 7. American Derivative Securities -- CHAPTER 8. Fixed-Income Markets and Interest Rates -- CHAPTER 9. Credit Risk -- CHAPTER 10. The Heath-Jarrow-Morton Model. |
Record Nr. | UNINA-9910877489103321 |
Vassiliou P. C. G. | ||
Hoboken : , : John Wiley, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|