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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.
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Authors of financial engineering texts face a quandary: how technical to make a book? It is easy to alienate readers by being too technical, but it is just as easy to write a fluff book that communicates nothing of substance. With this book, authors Bingham and Kiesel have got the balance just right... It is mathematically rigorous but with a practical, reader-oriented focus. Results are expressed formally as mathematical theorems, but the authors skip most proofs. The narrative moves along at a nice clip so you never get bogged down in minutia... Who is the book for? Almost anyone who has a strong background in maths and wants a command of financial engineering theory. www.riskbook.com
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- PublisherSpringer
- Publication date2010
- ISBN 10 184996873X
- ISBN 13 9781849968737
- BindingPaperback
- Number of pages456
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives, 2nd edition
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Book Description 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: Pricing and Hedging of Financial Derivatives (Springer Finance) by Bingham, Nicholas H., Kiesel, Rüdiger [Paperback ]
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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance)
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Book Description Condition: New. Book is in NEW condition. 1.32. Seller Inventory # 184996873X-2-1
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Book Description Condition: New. New! This book is in the same immaculate condition as when it was published 1.32. Seller Inventory # 353-184996873X-new
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Book Description Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Seller Inventory # ria9781849968737_lsuk
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Risk-Neutral Valuation
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Book Description 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
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Book Description Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 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. Seller Inventory # 9781849968737
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Risk-Neutral Valuation
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Book Description 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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