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Risk-Neutral Valuation
Pricing and Hedging of Financial Derivatives
Language
English
English
Book
Paperback
This second edition - completely up to date with new exercises - provides a comprehensive and self-c...
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Libristo code: 01434764
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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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About the book
Full name
Risk-Neutral Valuation
Author
Nicholas H. Bingham, Rüdiger Kiesel
Language
English
English
Binding
Book - Paperback
Date of issue
2010
Number of pages
438
EAN
9781849968737
ISBN
184996873X
Libristo code
01434764
Publishers
Springer London Ltd
Weight
682
Dimensions
158 x 233 x 24
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