Κεφάλαιο 3Adobe PDF
(431.92 kB)
| Title Details: | |
|
The binomial model of multiple periods |
|
| Authors: |
Loulakis, Michail |
| Reviewer: |
Cheliotis, Dimitrios |
| Subject: | MATHEMATICS AND COMPUTER SCIENCE > MATHEMATICS LAW AND SOCIAL SCIENCES > ECONOMIC SCIENCES > FINANCIAL ECONOMICS |
| Description: | |
| Abstract: |
Self-financing strategies, pricing derivatives in discrete multi-period models, risk hedging, martingale measures, examples. The discrete Black-Scholes model. American derivatives and optimal exercise policies
|
| Type: |
Chapter |
| Creation Date: | 2015 |
| Item Details: | |
| License: |
http://creativecommons.org/licenses/by-nc-nd/3.0/gr |
| Handle | http://hdl.handle.net/11419/3482 |
| Bibliographic Reference: | Loulakis, M. (2015). The binomial model of multiple periods [Chapter]. In Loulakis, M. 2015. Introduction to Mathematical Finance [Undergraduate textbook]. Kallipos, Open Academic Editions. https://hdl.handle.net/11419/3482 |
| Language: |
Greek |
| Is Part of: |
Introduction to Mathematical Finance |
| Publication Origin: |
Kallipos, Open Academic Editions |