Menu
Rendelés állapotának ellenőrzése
Kapcsolat
Könyv Risk-Neutral Valuation Nicholas H. Bingham

Risk-Neutral Valuation

Pricing and Hedging of Financial Derivatives

Szerző: Nicholas H. Bingham, Rüdiger Kiesel
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Springer Nature B.V.
Elérhetőség: Beszállítói készleten
Küldés 10-18 napon belül
20 498 Ft
Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an...

Információk a könyvről

Szerző
Nicholas H. Bingham, Rüdiger Kiesel
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2014
oldal
456
EAN
9781447138570
ISBN
1447138570
Enbook ID
50419268
Kiadó
Springer Nature B.V.
Súly
635
Méretek
156 x 234 x 23

Teljes leírás

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.

Érdekelheti

World of Warcraft: The Shattering

Christie Golden
3 457 Ft

Twenty Years on Ben Nevis

William T. Kilgour
13 852 Ft

Cursed Pirate Girl

Jeremy Bastian
5 950 Ft

Imprisoned by the Past

Jeffrey L. Kirchmeier
15 848 Ft

Becoming a Christian Counsellor

Trevor R. Summerlin
5 637 Ft

Everyman and Medieval Miracle Plays

A. C. Cawley
1 800 Ft

Compact First for Schools Student's Book without Answers with Digital Pack English for Spanish Speakers

Laura Matthews
15 482 Ft

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

THE CURE My dream comes true

Wulc
13 401 Ft

Larra: XIX cajas

TORRES GONZALEZ
4 261 Ft

Feralna trzynastka

Vladimir Nabokov
4 672 Ft