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Opis

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.

Szczegóły książki

Kategoria Książki po angielsku Economics, finance, business & management Business & management Management & management techniques

• Pełny tytuł: Risk-Neutral Valuation
• Podtytuł: Pricing and Hedging of Financial Derivatives
• Autor: Nicholas H. Bingham, Rüdiger Kiesel
• Język: Angielski
• Oprawa: Miękka
• Liczba stron: 438
• EAN: 9781849968737
• ISBN: 184996873X
• ID: 01434764
• Wydawca: Springer London Ltd
• Waga: 682 g
• Wymiary: 233 × 158 × 24 mm
• Data wydania: 21. October 2010

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