Risk-Neutral Valuation
Nicholas H. Bingham, Rudiger Kiesel
Springer London Ltd, 2004
112,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781852334581
- ISBN-10
- 1852334584
- Publisher
- Springer London Ltd
- Year
- 2004
- Publication date
- 2004-06-16
- Pages
- 438
- Dimensions
- 244x164x32
- Weight
- 820