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Książka Risk-Neutral Valuation Nicholas H. Bingham

Risk-Neutral Valuation

Pricing and Hedging of Financial Derivatives

Autor: Nicholas H. Bingham, Rüdiger Kiesel
Język: Angielski
Oprawa: Miękka
Wydawca: Springer Nature B.V.
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
227.43 zł
Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an...

Informacje o książce

Autor
Nicholas H. Bingham, Rüdiger Kiesel
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2014
strony
456
EAN
9781447138570
ISBN
1447138570
Enbook ID
50419268
Wydawca
Springer Nature B.V.
Waga
635
Wymiary
156 x 234 x 23

Pełny opis

Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives.

Following the success of the first edition of 'Risk-Neutral Valuation', the authors have thoroughly revised the entire book, taking into account recent developments in the field, and changes in their own thinking and teaching.

In particular, the chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of Lévy finance, there is considerable new material on:

· Infinite divisibility and Lévy processes
· Lévy-based models in incomplete markets

Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.

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