Principles Of Infinitesimal Stochastic And Financial Analysis

Principles Of Infinitesimal Stochastic And Financial Analysis Van Den Berg Imme (Univ De Evora Portugal) Wydawca: World Scientific Publishing Co Pte Ltd Data wydania: 2000 ISBN: 9789810243586 Liczba stron: 148 Format: Rodzaj oprawy: Hardback Opis produktu: An analysis of the discrete-time version of the Black-Scholes model, namely the Cox-Ross-Rubinstein model. The book gives a complete description of its background. The novelty lies in the fact that orders of magnitude are imposed on the parameters of the model.