Discrete Models of Financial Markets (Mastering Mathematical Finance) Marek Capinski, Ekkehard Kopp

This first volume explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems. Это и многое другое вы найдете в книге Discrete Models of Financial Markets (Mastering Mathematical Finance) (Marek Capinski, Ekkehard Kopp)