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Derivative Pricing in Discrete Time

Nigel J. Cutland; Alet Roux

978-1-4471-4408-3

2013
Edition 1
- Provides a complete and rigorous treatment of no-arbitrage pricing for both European and American derivatives in complete and incomplete discrete markets
- Requires only elementary linear algebra and probability theory, hence accessible to students of quantitative subjects (such as economics or physics) as well as students of mathematics
- Provides a foundation for understanding the more advanced theory of continuous-time models
- Contains copious fully worked out examples and numerous class-tested exercises (many with solutions)
- Includes supplementary material: sn.pub/extras
- Request lecturer material: sn.pub/lecturer-material
€419 €377
10% OFF

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