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Risk-Neutral Valuation

Pricing and Hedging of Financial Derivatives

Language EnglishEnglish
Book Hardback
Book Risk-Neutral Valuation Nicholas H. Bingham
Libristo code: 01435241
Publishers Springer London Ltd, June 2004
This second edition - completely up to date with new exercises - provides a comprehensive and self-c... Full description
? points 220 b
90.80 €
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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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About the book

Full name Risk-Neutral Valuation
Author Nicholas H. Bingham, Rüdiger Kiesel
Language English
Binding Book - Hardback
Date of issue 2004
Number of pages 438
EAN 9781852334581
ISBN 1852334584
Libristo code 01435241
Publishers Springer London Ltd
Weight 820
Dimensions 164 x 244 x 32

Categories

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