Könyv Risk-Neutral Valuation Nicholas H. Bingham

Risk-Neutral Valuation

Pricing and Hedging of Financial Derivatives

Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
33 766 Ft
This second edition - completely up to date with new exercises - provides a comprehensive and self-c...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2004
oldal
438
EAN
9781852334581
ISBN
1852334584
Enbook ID
01435241
Súly
820
Méretek
164 x 244 x 32

Teljes leírás

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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