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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance) - Softcover
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Synopsis
In this second edition of their popular text, the authors take into account recent developments in the field, and changes in their own thinking and teaching. The chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of Lévy finance, there is considerable new material on: · Infinite divisibility and Lévy processes · Lévy-based models in incomplete markets Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.
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From the Back Cover
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.
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives, 2nd edition
International EditionSeller: Sizzler Texts, SAN GABRIEL, CA, U.S.A.
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Soft cover. Condition: New. Dust Jacket Condition: New. 2nd Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Seller Inventory # ABE-8050483095
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Risk Neutral Valuation (eng)
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Risk-Neutral Valuation (Paperback)
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Springer London Ltd, England, 2010
ISBN 10: 184996873X
ISBN 13: 9781849968737
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Paperback. Condition: new. Paperback. Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives.Following the success of the first edition of Risk-Neutral Valuation, the authors have thoroughly revised the entire book, taking into account recent developments in the field, and changes in their own thinking and teaching.In particular, the chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of Levy finance, there is considerable new material on:Infinite divisibility and Levy processesLevy-based models in incomplete marketsFurther material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781849968737
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance)
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Risk-Neutral Valuation
Published by
Springer London Okt 2010, 2010
ISBN 10: 184996873X
ISBN 13: 9781849968737
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 456 pp. Englisch. Seller Inventory # 9781849968737
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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
Published by
Springer London Ltd, 2010
ISBN 10: 184996873X
ISBN 13: 9781849968737
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Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
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Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Seller Inventory # C9781849968737
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Risk-Neutral Valuation
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Condition: New. pp. 456 2nd Edition. Seller Inventory # 262130362
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Risk-Neutral Valuation
Print on DemandSeller: moluna, Greven, Germany
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A thoroughly revised and updated edition of a popular text: it brings readers completely up-to-date with recent developments in the fieldIncludes a new chapter on the important topic of Credit Risk, and provides additional resources for lecturers . Seller Inventory # 4288939
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Risk-Neutral Valuation
Print on DemandSeller: Majestic Books, Hounslow, United Kingdom
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Condition: New. Print on Demand pp. 456 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Seller Inventory # 5717605
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