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Binomial Models in Finance

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 a...

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Bibliographic Details
Main Authors: van der Hoek, John. (Author, http://id.loc.gov/vocabulary/relators/aut), Elliott, Robert J. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2006.
Edition:1st ed. 2006.
Series:Springer Finance Textbooks
Subjects:
Statistics .
Economic theory.
Economics, Mathematical .
Statistics for Business, Management, Economics, Finance, Insurance.
Economic Theory/Quantitative Economics/Mathematical Methods.
Quantitative Finance.
Online Access:https://doi.org/10.1007/0-387-31607-8
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Table of Contents:
  • The 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.

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