The Resource Binomial models in finance, John van der Hoek and Robert J. Elliott
Binomial models in finance, John van der Hoek and Robert J. Elliott
Resource Information
The item Binomial models in finance, John van der Hoek and Robert J. Elliott represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute Library.This item is available to borrow from 1 library branch.
Resource Information
The item Binomial models in finance, John van der Hoek and Robert J. Elliott represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute Library.
This item is available to borrow from 1 library branch.
- Extent
- xiii, 303 pages
- 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
- Isbn
- 9780387258980
- Label
- Binomial models in finance
- Title
- Binomial models in finance
- Statement of responsibility
- John van der Hoek and Robert J. Elliott
- Language
- eng
- Cataloging source
- IT-FiEUI
- http://library.link/vocab/creatorName
- Van der Hoek, John
- Illustrations
- illustrations
- Index
- index present
- Literary form
- non fiction
- Nature of contents
- bibliography
- http://library.link/vocab/relatedWorkOrContributorName
- Elliott, Robt. J.
- Series statement
-
- Springer finance
- Springer finance. Textbook
- http://library.link/vocab/subjectName
-
- Options (Finance)
- Arbitrage
- Derivative securities
- Label
- Binomial models in finance, John van der Hoek and Robert J. Elliott
- Bibliography note
- Includes bibliographical references (pages [297]-300) and index
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier.
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent.
- 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
- Control code
- FIEb13268326
- Dimensions
- 24 cm.
- Extent
- xiii, 303 pages
- Isbn
- 9780387258980
- Media category
- unmediated
- Media MARC source
- rdamedia.
- Media type code
-
- n
- Other physical details
- illustrations
- System control number
- (OCoLC)63108807
- Label
- Binomial models in finance, John van der Hoek and Robert J. Elliott
- Bibliography note
- Includes bibliographical references (pages [297]-300) and index
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier.
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent.
- 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
- Control code
- FIEb13268326
- Dimensions
- 24 cm.
- Extent
- xiii, 303 pages
- Isbn
- 9780387258980
- Media category
- unmediated
- Media MARC source
- rdamedia.
- Media type code
-
- n
- Other physical details
- illustrations
- System control number
- (OCoLC)63108807
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Binomial-models-in-finance-John-van-der-Hoek-and/uAwJEzP4njY/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Binomial-models-in-finance-John-van-der-Hoek-and/uAwJEzP4njY/">Binomial models in finance, John van der Hoek and Robert J. Elliott</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>
