Derivative pricing in discrete time Nigel J. Cutland and Alet Roux.
Series: Springer Undergraduate Mathematics SeriesPublication details: London Springer 2012Description: xv, 325 pISBN:- 9781447144076
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Books
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University Library | 336:519.86 CUT (Browse shelf(Opens below)) | Available | 00073213 |
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| 336:519.21 VEC Stochastic finance | 336:519.86 CAP Black - Scholes model | 336:519.86 CER Mathematical techniques in Finance | 336:519.86 CUT Derivative pricing in discrete time | 336:519.86 JON Financial modeling under non- Gaussian distributions | 336:519.86 JOS concepts and practice of mathematical finance | 336:519.86 RHE Hedging derivatives |
Includes index.
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