Książka Risk-Neutral Valuation Nicholas H. Bingham

Risk-Neutral Valuation

Pricing and Hedging of Financial Derivatives

Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-13 dni
374.47
This second edition - completely up to date with new exercises - provides a comprehensive and self-c...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2004
strony
438
EAN
9781852334581
ISBN
1852334584
Enbook ID
01435241
Waga
820
Wymiary
164 x 244 x 32

Pełny 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.

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