Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives (Hardcover, 2nd ed. 2004)

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.

General

Imprint:	Springer-Verlag UK
Country of origin:	United Kingdom
Series:	Springer Finance Series
Release date:	June 2004
First published:	2004
Authors:	N. H. Bingham • R. Kiesel
Dimensions:	239 x 159 x 23mm (L x W x T)
Format:	Hardcover
Pages:	437
Edition:	2nd ed. 2004
ISBN-13:	978-1-85233-458-1
Categories:	Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Business & Economics > Business & management > Management & management techniques > Management decision making > General Books > Money & Finance > General
LSN:	1-85233-458-4
Barcode:	9781852334581

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!