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9781852334581

Risk-Neutral Valuation Pricing and Hedging of Financial Derivitives

Risk-Neutral Valuation Pricing and Hedging of Financial Derivitives
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Product details

  • ISBN-13: 9781852334581
  • ISBN: 1852334584
  • Edition: 2
  • Publication Date: 2004
  • Publisher: Springer

AUTHOR

Bingham, Nicholas, Kiesel, Rüdiger, Bingham, N. H.

SUMMARY

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.Bingham, Nicholas is the author of 'Risk-Neutral Valuation Pricing and Hedging of Financial Derivitives', published 2004 under ISBN 9781852334581 and ISBN 1852334584.

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