Cover Image

Risk-neutral valuation : pricing and hedging of financial derivatives /

Show other versions (3)

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...

Full description

Bibliographic Details
Main Authors: Bingham, N. H. (Author), Kiesel, Rüdiger, 1962- (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: London : Springer, [2004]
Edition:Second Edition.
Series:Springer finance.
Subjects:
Investments > Mathematical models.
Finance > Mathematical models.
Estatística aplicada (economia;administração)
Econometria.
Portfolio-theorie.
Bedrijfsfinanciering.
Wiskundige modellen.
Stochastische processen.
Derivaten (financiën)
Risicotheorie.
Investissements > Modèles mathématiques.
Finances > Modèles mathématiques.
Mathématiques financières.
Processus stochastiques.
Gestion du risque > Modèles mathématiques.
Electronic books.
Online Access:Connect to the full text of this electronic book

Similar Items