Risk-Neutral Valuation / Springer Finance (PDF)
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...
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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.
- Autoren: Nicholas H. Bingham , Rüdiger Kiesel
- 2013, 2nd ed. 2004, 438 Seiten, Englisch
- Verlag: Springer, London
- ISBN-10: 1447138562
- ISBN-13: 9781447138563
- Erscheinungsdatum: 29.06.2013
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: PDF
- Größe: 39 MB
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