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binomial models in finance (en Inglés)
Elliott,Hoek (Autor)
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binomial models in finance (en Inglés) - elliott,hoek
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Origen: Estados Unidos
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Reseña del libro "binomial models in finance (en Inglés)"
this book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. the book is aimed at undergraduate students, mba students, and executives who wish to understand and apply financial models in the spreadsheet computing environment. the basic building block is the one-step binomial model where a known price today can take one of two possible values at the next time. in this simple situation, risk neutral pricing can be defined and the model can be applied to price forward contracts, exchange rate contracts, and interest rate derivatives. the simple one-period framework can then be extended to multi-period models. the authors show how binomial tree models can be constructed for several applications to bring about valuations consistent with market prices. the book closes with a novel discussion of real options. from the reviews: overall, this is an excellent workbook for practitioners who seek to understand and apply financial asset price models by working through a comprehensive collection of both theoretical and dataset-driven numerical examples, follwoed by up to 15 end-of-chapter exercises with elaborated parts taht help clarify the mathematical and computational aspects of the chapter. wai f. chiu for the journal of the american statistical association, december 2006
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