Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives - Softcover

Softcover

ISBN 10: 1447136209 ISBN 13: 9781447136200

Publisher: Springer, 2014

Synopsis

1. Derivative Background.- 2. Probability Background.- 3. Stochastic Processes in Discrete Time.- 4. Mathematical Finance in Discrete Time.- 5. Stochastic Processes in Continuous Time.- 6. Mathematical Finance in Continuous Time.- 7. Incomplete Markets.- 8. Interest Rate Theory.- A. Hilbert Space.- B. Projections and Conditional Expectations.- C. The Separating Hyperplane Theorem.

Edition details

• Publisher: Springer
• Publication date: 2014
• Language: English
• ISBN 10: 1447136209
• ISBN 13: 9781447136200
• Binding: Paperback
• Number of pages: 312
• Editor: Bingham Nicholas H, Kiesel Rudiger