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About this product
- DescriptionAn analysis of the discrete-time version of the Black-Scholes model, namely the Cox-Ross-Rubinstein model. The book gives a complete description of its background. The novelty lies in the fact that orders of magnitude are imposed on the parameters of the model.
- Author(s)Imme van den Berg
- PublisherWorld Scientific Publishing Co Pte Ltd
- Date of Publication11/08/2000
- GenreEconomics: Professional & General
- Place of PublicationSingapore
- Country of PublicationSingapore
- ImprintWorld Scientific Publishing Co Pte Ltd
- Height230 mm
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