000 03834nam a22003855i 4500
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007 cr nn 008mamaa
008 150903s2006 xxu| o |||| 0|eng d
020 _a9780387316079
_99780387316079
024 7 _a10.1007/0387316078
_2doi
035 _avtls000330937
039 9 _a201509030726
_bVLOAD
_c201404120549
_dVLOAD
_c201404090329
_dVLOAD
_c201401311357
_dstaff
_y201401301157
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aQA276-280
100 1 _aHoek, John.
_eautor
_9300750
245 1 0 _aBinomial Models in Finance /
_cby John Hoek, Robert J. Elliott.
264 1 _aNew York, NY :
_bSpringer New York,
_c2006.
300 _axiii, 303 páginas,
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aSpringer Finance
500 _aSpringer eBooks
505 0 _aThe Binomial Model for Stock Options -- The Binomial Model for Other Contracts -- Multiperiod Binomial Models -- Hedging -- Forward and Futures Contracts -- American and Exotic Option Pricing -- Path-Dependent Options -- The Greeks -- Dividends -- Implied Volatility Trees -- Implied Binomial Trees -- Interest Rate Models -- Real Options -- The Binomial Distribution -- An Application of Linear Programming -- Volatility Estimation -- Existence of a Solution -- Some Generalizations -- Yield Curves and Splines.
520 _aThis 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. John van der Hoek is Senior Lecturer in Applied Mathematics at the University of Adelaide. He has developed courses in finance for a number of years at various levels and is a regular plenary speaker at major conferences on Quantitative Finance. Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary. He is the author of over 300 research papers and several books, including Mathematics of Financial Markets, Second Edition (with P. Ekkehard Kopp), Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and Measure Theory and Filtering: Theory and Applications (with Lakhdar Aggoun). He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications, and the Canadian Applied Mathematics Quarterly.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aElliott, Robert J.
_eautor
_9300079
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9780387258980
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/0-387-31607-8
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c277725
_d277725