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53
pages
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English
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Documents
Description
Discrete Stochastic Models for Finance Marc et Francine DIENER October 31, 2006
- binomial trees
- arbitrage-free markets
- short after
- lee model
- option pricing
- rates derivatives
- short-term interest-rates
- discrete stochastic
- term structure
- option
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Publié par
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Langue
English
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Poids de l'ouvrage
1 Mo