Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Bog, Hardback, Engelsk)

Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives

(Bog, Hardback, Engelsk)
Forfattere: Nicholas H. Bingham, Rudiger Kiesel

Bemærk: Kan ikke leveres før jul.

Når du handler på WilliamDam.dk, betaler du den pris du ser.

  • Ingen gebyrer
  • Ingen abonnementer
  • Ingen bindingsperioder

Beskrivelse

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.

Læsernes anmeldelser (0)

Alle detaljer

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