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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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 16 de junio de 2004 |
| ISBN13 | 9781852334581 |
| Editores | Springer London Ltd |
| Páginas | 438 |
| Dimensiones | 164 × 244 × 32 mm · 820 g |
| Lengua | Inglés |
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