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Autore: |
Ng Siu-Ah
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Titolo: |
Hypermodels in mathematical finance : modelling via infinitesimal analysis / / Siu-Ah Ng
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Pubblicazione: | River Edge, N.J., : World Scientific, c2003 |
Edizione: | 1st ed. |
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.: | 9910819736203321 |
Lo trovi qui: | Univ. Federico II |
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