Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives by Nicholas H. Bingham, Rudiger Kiesel (Paperback, 2010)

BOOKS etc. (533262)
99,5% positive Bewertungen
Preis:
£45,40
(inkl. MwSt.)
Ca.EUR 53,14
+ £10,62 Versand
Lieferung ca. Do, 10. Jul - Mo, 14. Jul
Rücknahme:
60 Tage Rückgabe. Käufer zahlt Rückversand. Wenn Sie ein eBay-Versandetikett verwenden, werden die Kosten dafür von Ihrer Rückerstattung abgezogen.
Artikelzustand:
Neu
ISBN-13: 9781849968737, 978-1849968737. Risk-Neutral Valuation. Publisher: Springer London Ltd, United Kingdom.

Über dieses Produkt

Product Information

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.

Product Identifiers

PublisherSpringer London LTD
ISBN-139781849968737
eBay Product ID (ePID)97723368

Product Key Features

Number of Pages438 Pages
Publication NameRisk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
LanguageEnglish
SubjectAccounting, Finance
Publication Year2010
TypeTextbook
AuthorNicholas H. Bingham, Rudiger Kiesel
SeriesSpringer Finance Textbooks
FormatPaperback

Dimensions

Item Height235 mm
Item Weight694 g
Item Width155 mm

Additional Product Features

Country/Region of ManufactureUnited Kingdom
Title_AuthorNicholas H. Bingham, Rudiger Kiesel

Alle Angebote für dieses Produkt

Sofort-Kaufen
Neu
Noch keine Bewertungen oder Rezensionen