Market-conform valuation of options [electronic resource] / Tobias Herwig.

The focus of this volume is on the development of new approaches for the market-conform valuation of newly issued derivatives. The first chapter presents a flexible approach to construct the binomial process of the underlying asset price by using a simultaneously backward and forward induction algor...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Herwig, Tobias
Format:	Electronic eBook
Language:	English
Published:	Berlin : Springer, ©2006.
Series:	Lecture notes in economics and mathematical systems ; 571.
Subjects:	Options (Finance) > Prices.