Stochastic calculus for finance I : the binomial asset pricing model

Bibliographic Details
Main Author: Shreve, Steven E.
Format: Book
Language:English
Published: New York : Springer, 2004.
Series:Springer finance series
Subjects:
Online Access:Texto completo
Table of Contents:
  • The binomial no-arbitrage pricing model
  • Probability theory on coin toss space
  • State prices
  • American derivative securities
  • Random walk
  • Interest-rate-dependent assets