0
Your cart

Your cart is empty

Browse All Departments
  • All Departments
Price
  • R1,000 - R2,500 (1)
  • -
Status
Brand

Showing 1 - 1 of 1 matches in All Departments

Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives (Paperback, Softcover reprint of the original 2nd ed.... Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives (Paperback, Softcover reprint of the original 2nd ed. 2004)
Nicholas H. Bingham, Rudiger Kiesel
R1,937 Discovery Miles 19 370 Ships in 10 - 15 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.

Free Delivery
Pinterest Twitter Facebook Google+
You may like...
The Land Is Ours - Black Lawyers And The…
Tembeka Ngcukaitobi Paperback  (11)
R400 R369 Discovery Miles 3 690
Iron In The Soul - The Leaders Of The…
F. A. Mouton Paperback  (1)
R108 Discovery Miles 1 080
Lunar Module LM 10 Thru LM 14 Vehicle…
Grumman, Nasa Hardcover R882 R771 Discovery Miles 7 710
Sunrise On The Reaping - A Hunger Games…
Suzanne Collins Hardcover R669 R592 Discovery Miles 5 920
Where Do We Go From Here? - How…
David Jeremiah Paperback R452 R409 Discovery Miles 4 090
Die Mooiste Sprokies Van Grimm
Marita van der Vyver Paperback R290 R272 Discovery Miles 2 720
Russia's Abandoned Children - An…
Clementine K Fujimura, Sally W. Stoecker, … Hardcover R2,044 Discovery Miles 20 440
SILKE: South African Income Tax 2025…
L. Van Heerden, M. Stiglingh, … Paperback R1,353 R1,237 Discovery Miles 12 370
Looseleaf for Film History: An…
Kristin Thompson, David Bordwell, … Loose-leaf R4,431 Discovery Miles 44 310
British Fascist Antisemitism and Jewish…
Daniel Tilles Hardcover R4,585 Discovery Miles 45 850

 

Partners