Discrete Time Models (Mo Hinh Roi Rac) (In Vietnamese)

Nguyen Van Huu, Vuong Quan Hoang, MATHEMATICAL METHODS IN FINANCE (Cac Phuong Phap Toan Hoc Trong Tai Chinh), Chapter 1, pp. 15-34, Vietnam National University Press, Hanoi, March 2007

39 Pages Posted: 10 Aug 2010

See all articles by Nguyen Van Huu

Nguyen Van Huu

Hanoi National University of Education

Quan Hoang Vuong

Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management; Phenikaa University

Date Written: August 9, 2010

Abstract

The first chapter Discrete Time Models in Nguyen Van Huu and Vuong Quan Hoang's Mathematical Methods in Finance, written in Vietnamese, published by Vietnam National University Press, Hanoi, Vietnam, March 2007. This beginning chapter discusses discrete time models used widely in financial market literature, which serve like workhorse in financial research and computations. The content focuses on (i) defining the problem of securities pricing and financial sufficiency requirements; (ii) discrete time models in financial options market; (iii) concepts of martingale and arbitrage opportunities; (iv) a brief discussion of the Cox-Ross-Rubinstein model.

Note: Downloadable document is in Vietnamese.

Keywords: discrete time model, options market, martingale, financial derivatives, asset pricing, contingent pricing

JEL Classification: G12, G13

Suggested Citation

Huu, Nguyen Van and Vuong, Quan Hoang, Discrete Time Models (Mo Hinh Roi Rac) (In Vietnamese) (August 9, 2010). Nguyen Van Huu, Vuong Quan Hoang, MATHEMATICAL METHODS IN FINANCE (Cac Phuong Phap Toan Hoc Trong Tai Chinh), Chapter 1, pp. 15-34, Vietnam National University Press, Hanoi, March 2007, Available at SSRN: https://ssrn.com/abstract=1655615

Nguyen Van Huu

Hanoi National University of Education ( email )

136 Xuan Thuy-Cau Giay
Hanoi
Vietnam

Quan Hoang Vuong (Contact Author)

Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management ( email )

ULB CP 145/01
21 Ave. F.D. Roosevelt
Brussels, Bruxelles 1050
Belgium
+32-2-6504864 (Phone)
+32-2-6504188 (Fax)

HOME PAGE: http://www.ceb-ulb.com/vuong-quan-hoang.html

Phenikaa University ( email )

To Huu road, Yen Nghia
Ha Dong district
Hanoi, Hanoi 100803
Vietnam

HOME PAGE: http://sites.google.com/site/vuongqh2019/

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