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Forventes på lager: 16-06-2004
Provides a treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. Based on firm probabilistic foundations, this title discusses general properties of discrete- and continuous-time financial market models.
| Forlag | Springer London Ltd |
| Forfattere | Nicholas H. Bingham, Rudiger Kiesel |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgave | Second Edition 2004 |
| Udgivelsesdato | 16-06-2004 |
| Første udgivelsesår | 2004 |
| Serie | Springer Finance |
| Illustrationer | XVIII, 438 p. |
| Originalsprog | United Kingdom |
| Sideantal | 438 |
| Indbinding | Hardback |
| Forlag | Springer London Ltd |
| Sideoplysninger | 438 pages, XVIII, 438 p. |
| Mål | 244 x 164 x 32 |
| ISBN-13 / EAN-13 | 9781852334581 |