This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime?nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here for the ?rst time in book form. We hope our book will appeal to various audiences. These include MBA s- dents, upperlevelundergraduatestudents, beginningdoctoralstudents, qu- titative analysts at a basic level and senior ...

Binomial Models in Finance 2010, Springer

ISBN-13: 9781441920737

Trade paperback

Binomial Models in Finance 2005, Springer, New York, NY

ISBN-13: 9780387258980

2006 edition