Risk-Neutral Valuation (Paperback)
Language: English
Published by Springer London Ltd, England, 2010
Series: Book 15 of 53 - Springer Finance
- Softcover
- New
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
AbeBooks seller since October 12, 2005
Condition: New
£ 58.11
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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
- Title
- Risk-Neutral Valuation (Paperback)
- Author
- Nicholas H. Bingham
- Publisher
- Springer London Ltd, England
- Publication year
- 2010
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 184996873X
- ISBN 13
- 9781849968737
- Edition
- 2nd Edition
- Series
- Book 15 of 53: Springer Finance
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Grand Eagle Retail
Bensenville, IL, U.S.A.
AbeBooks seller since October 12, 2005
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