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Book Cover
Author Van der Hoek, John

Title Binomial models in finance / Van der Hoek John and Robert J. Elliott
Published New York, NY : Springer, ©2006
Online access available from:
ProQuest Ebook Central (owned titles)    View Resource Record  


Description 1 online resource (xiii, 303 pages) : illustrations
Series Springer finance
Springer finance.
Contents Introduction -- The binomial model for stock options -- The binomial model for other contracts -- Multiperiod binomial models -- Hedging -- Forward and futures contracts -- American and exotic option pricing -- Path-dependent options -- The Greeks -- Dividends -- Implied volatility trees -- Implied binomial trees -- Interest rate models -- Real options -- The binomial distribution -- An application of linear programming -- Volatility estimation -- Existence of a solution -- Some generalizations -- Yield curves and splines
Summary Describes the modeling of prices of financial assets in a simple discrete time, discrete state, binomial framework. By avoiding the mathematical technicalities of continuous time finance, this book aims to be accessible to a wide audience
Bibliography Includes bibliographical references (pages 297-300) and index
Notes English
Print version record
Subject Options (Finance) -- Prices -- Mathematical models
Derivative securities -- Mathematical models.
BUSINESS & ECONOMICS -- Investments & Securities -- General.
Derivative securities -- Mathematical models.
Options (Finance) -- Prices -- Mathematical models.
Form Electronic book
Author Elliott, Robert J. (Robert James), 1940-
ISBN 9780387316079