Can I read Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance) on EtoBox?

Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance) by Bingham, Nicholas H., Kiesel, Rüdiger is a nonfiction available to read on EtoBox.

What is Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance) about?

This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special emphasis on martingale theory, stochastic integration and change-of-measure techniques. Based on firm probabilistic foundations, general properties of discrete- and continuous-time financial market models are discussed.

Who reads Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance)?

Author

Bingham, Nicholas H., Kiesel, Rüdiger

Publisher

Springer Verlag

Published

2004

Language

EN

ISBN

9781447138563

Category

nonfiction

Subjects

Mathematics, Finance, Science