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Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou
| 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
| 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
| 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-9910841080003321 |
|
Vassiliou P. C. G.
|
||
| Hoboken : , : John Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||