Derivative pricing in discrete time
By: Cutland, Nigel J.
Contributor(s): Roux, Alet.
Material type: BookSeries: Springer Undergraduate Mathematics Series / Edited By M. A. J. Chaplain. Publisher: London Springer 2012Description: xv, 325p.ISBN: 9781447144076.Subject(s): Derivative securities--Prices--Mathematical models | Discrete-time systems | Business mathematics | Finance | Distribution (Probability theory)DDC classification: 332.63201518 | C972dItem type | Current location | Collection | Call number | url | Status | Date due | Barcode | Item holds |
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Books | PK Kelkar Library, IIT Kanpur | COMPACT STORAGE (BASEMENT) | 332.63201518 C972d (Browse shelf) | Book Request | Available | A178436 |
Total holds: 0
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332.632 J296f Financial derivatives pricing | 332.632 P939P PRICING DERIVATIVE SECURITIES | 332.632015118 C739 Computational methods for quantitative finance | 332.63201518 C972d Derivative pricing in discrete time | 332.632042 H191 Handbook of quantitative finance and risk management [3 v.] | 332.632044 P943 PROFESSIONAL PERSPECTIVES ON FIXED INCOME PORTFOLIO MANAGEMENT. (VOL.4) | 332.632044 SU22F2 FIXED INCOME MARKETS AND THEIR DERIVATIVES,2E |
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