|
Books > Business & Economics > Business & management > Management & management techniques > Management decision making
|
Buy Now
Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives (Hardcover, 2nd ed. 2004)
Loot Price: R2,478
Discovery Miles 24 780
|
|
|
Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives (Hardcover, 2nd ed. 2004)
Series: Springer Finance Series
Expected to ship within 18 - 22 working days
|
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
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!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
(2)
