| Attributes | Values |
|---|
| rdf:type
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| Description
| - The intention of this text is to introduce several problems that arises when pricing, replication and hedging of financial derivatives is to be executed under real market conditions. The core of the book is the third part, Chapters 7 to 9, where the basic lattice model - the binomial model of CRR - is extended to cover (i) the problem of imprecisely stated volatility and (ii) a bid/ask spread of transactions at financial markets. Notwithstanding, in order to help the reader to grasp any advanced topic of financial engineering under incomplete market conditions, i.e. to continue further in the study of selected topics, we carefully explain also the foundations of financial markets in the first part of the book. This allows to read the book with various intentions. While the first and the second part can be useful for basic courses in Masters in Finance and related programmes, the last part consists of advanced topics suitable mainly for Ph.D. studies.
- The intention of this text is to introduce several problems that arises when pricing, replication and hedging of financial derivatives is to be executed under real market conditions. The core of the book is the third part, Chapters 7 to 9, where the basic lattice model - the binomial model of CRR - is extended to cover (i) the problem of imprecisely stated volatility and (ii) a bid/ask spread of transactions at financial markets. Notwithstanding, in order to help the reader to grasp any advanced topic of financial engineering under incomplete market conditions, i.e. to continue further in the study of selected topics, we carefully explain also the foundations of financial markets in the first part of the book. This allows to read the book with various intentions. While the first and the second part can be useful for basic courses in Masters in Finance and related programmes, the last part consists of advanced topics suitable mainly for Ph.D. studies. (en)
- The intention of this text is to introduce several problems that arises when pricing, replication and hedging of financial derivatives is to be executed under real market conditions. The core of the book is the third part, Chapters 7 to 9, where the basic lattice model - the binomial model of CRR - is extended to cover (i) the problem of imprecisely stated volatility and (ii) a bid/ask spread of transactions at financial markets. Notwithstanding, in order to help the reader to grasp any advanced topic of financial engineering under incomplete market conditions, i.e. to continue further in the study of selected topics, we carefully explain also the foundations of financial markets in the first part of the book. This allows to read the book with various intentions. While the first and the second part can be useful for basic courses in Masters in Finance and related programmes, the last part consists of advanced topics suitable mainly for Ph.D. studies. (cs)
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| Title
| - LATTICE MODELS - Pricing and Hedging at (In)complete Markets
- LATTICE MODELS - Pricing and Hedging at (In)complete Markets (en)
- LATTICE MODELS - Pricing and Hedging at (In)complete Markets (cs)
|
| skos:prefLabel
| - LATTICE MODELS - Pricing and Hedging at (In)complete Markets
- LATTICE MODELS - Pricing and Hedging at (In)complete Markets (en)
- LATTICE MODELS - Pricing and Hedging at (In)complete Markets (cs)
|
| skos:notation
| - RIV/61989100:27510/08:00015345!RIV09-GA0-27510___
|
| http://linked.open...avai/riv/aktivita
| |
| http://linked.open...avai/riv/aktivity
| |
| http://linked.open...vai/riv/dodaniDat
| |
| http://linked.open...aciTvurceVysledku
| |
| http://linked.open.../riv/druhVysledku
| |
| http://linked.open...iv/duvernostUdaju
| |
| http://linked.open...titaPredkladatele
| |
| http://linked.open...dnocenehoVysledku
| |
| http://linked.open...ai/riv/idVysledku
| - RIV/61989100:27510/08:00015345
|
| http://linked.open...riv/jazykVysledku
| |
| http://linked.open.../riv/klicovaSlova
| - Financial derivatives; pricing; discrete time; incomplete markets (en)
|
| http://linked.open.../riv/klicoveSlovo
| |
| http://linked.open...ontrolniKodProRIV
| |
| http://linked.open...i/riv/mistoVydani
| |
| http://linked.open...vEdiceCisloSvazku
| |
| http://linked.open...i/riv/nazevZdroje
| - LATTICE MODELS - Pricing and Hedging at (In)complete Markets
|
| http://linked.open...in/vavai/riv/obor
| |
| http://linked.open...ichTvurcuVysledku
| |
| http://linked.open...v/pocetStranKnihy
| |
| http://linked.open...cetTvurcuVysledku
| |
| http://linked.open...vavai/riv/projekt
| |
| http://linked.open...UplatneniVysledku
| |
| http://linked.open...iv/tvurceVysledku
| |
| number of pages
| |
| http://purl.org/ne...btex#hasPublisher
| - Vysoká škola báňská - Technická univerzita Ostrava
|
| https://schema.org/isbn
| |
| http://localhost/t...ganizacniJednotka
| |
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