Risk neutral valuation

Autor*innen

• Nicholas H. Bingham

Parameter

• Finanzen
• Ökonomie
• Wirtschaft

Mehr zum Buch

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.

• Sprache: Englisch
• Erscheinungsdatum: 2004