Stochastic calculus for finance I : the binomial asset pricing model / Steven E. Shreve
Imprint
New York ; London : Springer, 2004
Descript
xv, 187 p. : ill ; 24 cm
CONTENT
The Binomial no-arbitrage pricing model -- Probability theory on coin toss space -- State prices -- American derivative securities -- Random walk -- Interest-rate-dependent assets