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Viac informácií o knihe Risk-Neutral Valuation

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 159 bodov

Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Business & management Management & management techniques

• Celý názov: Risk-Neutral Valuation
• Podnázov: Pricing and Hedging of Financial Derivatives
• Autor: Nicholas H. Bingham, Rüdiger Kiesel
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 438
• EAN: 9781849968737
• ISBN: 184996873X
• ID: 01434764
• Nakladateľ: Springer London Ltd
• Hmotnosť: 682 g
• Rozmery: 233 × 158 × 24 mm
• Dátum vydania: 21. October 2010

Obľúbené z iného súdka

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