Items related to Risk-Neutral Valuation: Pricing and Hedging of Financial...
Rare book
"synopsis" may belong to another edition of this title.
Review:
Synopsis:
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
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 processes Levy-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.
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2004
- ISBN 10 1852334584
- ISBN 13 9781852334581
- BindingHardcover
- Edition number2
- Number of pages456
- Rating
Buy New
Learn more about this copy
£ 58.49
Shipping:
£ 3.14
Within U.S.A.
Top Search Results from the AbeBooks Marketplace
Stock Image
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, 2nd Ed.
Seller:
Rating
Book Description Hardcover. Condition: new. New. Fast Shipping and good customer service. Seller Inventory # Holz_New_1852334584
Buy New
£ 58.49
Convert currency
Stock Image
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, 2nd Ed.
Seller:
Rating
Book Description Condition: new. Seller Inventory # FrontCover1852334584
Buy New
£ 59.51
Convert currency
Stock Image
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, 2nd Ed.
Seller:
Rating
Book Description Hardcover. Condition: new. Buy for Great customer experience. Seller Inventory # GoldenDragon1852334584
Buy New
£ 60.63
Convert currency
Stock Image
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, 2nd Ed.
Seller:
Rating
Book Description Hardcover. Condition: new. New. Seller Inventory # Wizard1852334584
Buy New
£ 62.84
Convert currency
Stock Image
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, 2nd Ed.
Seller:
Rating
Book Description Hardcover. Condition: new. New Copy. Customer Service Guaranteed. Seller Inventory # think1852334584
Buy New
£ 75.14
Convert currency
Seller Image
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, 2nd Ed. by Bingham, Nicholas H., Kiesel, Rüdiger [Hardcover ]
Seller:
Rating
Book Description Hardcover. Condition: new. Seller Inventory # 9781852334581
Buy New
£ 79.50
Convert currency
Stock Image
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Published by
Springer
(2004)
ISBN 10: 1852334584
ISBN 13: 9781852334581
New
Hardcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Seller Inventory # ria9781852334581_lsuk
Buy New
£ 83.96
Convert currency
Seller Image
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivitives
Seller:
Rating
Book Description Condition: New. Seller Inventory # 954490-n
Buy New
£ 83.95
Convert currency
Seller Image
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivitives
Seller:
Rating
Book Description Condition: New. Seller Inventory # 954490-n
Buy New
£ 97.21
Convert currency
Seller Image
Risk-Neutral Valuation
Published by
Springer London Jun 2004
(2004)
ISBN 10: 1852334584
ISBN 13: 9781852334581
New
Hardcover
Quantity: 2
Seller:
Rating
Book Description Buch. 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. 460 pp. Englisch. Seller Inventory # 9781852334581
Buy New
£ 84.25
Convert currency