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Binomial models in finance /

Bibliographic Details
Main Author: Van der Hoek, John
Corporate Author: SpringerLink (Online service)
Other Authors: Elliott, Robert J. (Robert James), 1940-
Format: eBook
Language:English
Published: New York, NY : Springer, [2006]
Series:Springer finance.
Subjects:
Derivative securities > Mathematical models.
Options (Finance) > Prices > Mathematical models.
Instruments dérivés (Finances) > Modèles mathématiques.
Options (Finances) > Prix > Modèles mathématiques.
Electronic books.
Online Access:Connect to the full text of this electronic book
Publisher description
Table of Contents:
  • Introduction
  • 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.