Binomial Models in Finance

by Robert James Elliott and John Van Der Hoek

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 1441920730
• ISBN13: 9781441920737
• Release Date: November 2010
• Publisher: Springer
• Length: 306 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.7" x 6.0" x 9.0"