Binomial Models in Finance

Name: Binomial Models in Finance
SKU: 5806970
Price: 492.99 AUD
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Hardback

Series:

Springer Finance Textbooks

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Description

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.

Release date Australia

December 8th, 2005

Author

Audience

Professional & Vocational

Illustrations

xiv, 306 p.

Pages

306

Series

Springer Finance Textbooks

Dimensions

156x234x19

ISBN-13

9780387258980

Product ID

5806970

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