Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives

Rüdiger Kiesel

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Language: English

Published by Springer, 2010

184996873X / 9781849968737

Series: Book 15 of 53 - Springer Finance

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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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

Title
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Author
Rüdiger Kiesel
Publisher
Springer
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
184996873X
ISBN 13
9781849968737
Edition
2nd Edition
Item weight
686 grams
Dimensions
235x155x25 mm
Series
Book 15 of 53: Springer Finance

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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