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Risk-Neutral Valuation

Pricing and Hedging of Financial Derivatives

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Risk-Neutral Valuation Nicholas H. Bingham
Libristo kod: 01434764
Nakladnici Springer London Ltd, listopad 2010
This second edition - completely up to date with new exercises - provides a comprehensive and self-c... Cijeli opis
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65.57 €
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This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special emphasis on martingale theory, stochastic integration and change-of-measure techniques. Based on firm probabilistic foundations, general properties of discrete- and continuous-time financial market models are discussed.

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Informacije o knjizi

Puni naziv Risk-Neutral Valuation
Autor Nicholas H. Bingham, Rüdiger Kiesel
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2010
Broj stranica 438
EAN 9781849968737
ISBN 184996873X
Libristo kod 01434764
Nakladnici Springer London Ltd
Težina 682
Dimenzije 158 x 233 x 24

Kategorija

Economics, Finance, Business & Management > Business & Management > Management & management techniques > Management decision making
Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Applied mathematics
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