[PDF.22rh] Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics Series)

Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics Series)

[PDF.yu19] Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics Series)

Derivative Pricing in Discrete  Nigel J. Cutland, Alet Roux epub
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 | #3740890 in Books |  Springer |  2012-09-14 |  2012-09-07 | Original language:English | PDF # 1 |  9.25 x.78 x6.10l,.95 | File type: PDF | 325 pages

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This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it is not possible for any trader to make a risk free profit by trading in the derivative. 
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