Binomial Models in Finance

Binomial Models in Finance by John van der Hoek, Robert J Elliott.

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), Elliott, Robert J. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2006.
Edition:1st ed. 2006.
Series:Springer Finance Textbooks
Springer eBook Collection.
Subjects:
Statistics .
Economic theory.
Economics, Mathematical .
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
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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