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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

Label
Binomial models in finance
Title
Binomial models in finance
Statement of responsibility
John van der Hoek and Robert J. Elliott
Creator
Contributor
Subject
Language
eng
Member of
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
Instantiates
Publication
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
Publication
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

Library Locations

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