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Bøger af John van der Hoek

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  • af Robert J. Elliott & John van der (University of Adelaide) Hoek
    1.971,95 - 2.023,95 kr.

    This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. The basic building block in our book is the one-step binomial model where a known price today can take one of two possible values at a future time, which might, for example, be tomorrow, or next month, or next year.