Random binomial tree models and pricing options /
The binomial tree model is a natural bridge, overture to continuous models for which it is possible to derive the Black-Scholes option pricing formula. In turn a binomial branch model is the simplest possible non–trivial model which theory is based on the principle of no arbitrage works. The binomia...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Thesis |
| 語言: | English |
| 出版: |
Kuantan :
Kulliyyah of Science, International Islamic University Malaysia,
2013
|
| 主題: | |
| 在線閱讀: | Click here to view 1st 24 pages of the thesis. Members can view fulltext at the specified PCs in the library. |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
成為第一個發表評論!