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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives - Springer Finance Nicholas H. Bingham Second Edition 2004 edition
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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives - Springer Finance
Nicholas H. Bingham
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.
455 pages, 2 black & white illustrations, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2004. gada 16. jūnijs |
| ISBN13 | 9781852334581 |
| Izdevēji | Springer London Ltd |
| Lapas | 438 |
| Izmēri | 164 × 244 × 32 mm · 820 g |
| Valoda | Angļu |
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