AuthorShreve, Steven E
TitleStochastic 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


SUBJECT

  1. Finance -- Mathematical model
  2. Stochastic analysis

LOCATIONCALL#STATUS
Sasin Library : Reserve Collection332.015 S561S 2004 PhD CHECK SHELVES