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Language: English
Published by Springer, 2010
Series: Book 15 of 53 - Springer Finance
- Softcover
- New
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Risk-Neutral Valuation | Pricing and Hedging of Financial Derivatives | Nicholas H. Bingham (u. a.) | Taschenbuch | xviii | Englisch | 2010 | Springer | EAN 9781849968737 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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- Title
- Risk-Neutral Valuation | Pricing and Hedging of Financial Derivatives
- Author
- Nicholas H. Bingham (u. a.)
- 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
- 235 x 155 x 25 mm
- Series
- Book 15 of 53: Springer Finance
- Seller catalogs
- Bücher
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.
"Synopsis" may belong to another edition of this title.
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.
"About the title" may belong to another edition of this title.
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