Risk-Neutral Valuation

N.H. Bingham , Rudiger Kiesel

Provides a treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. Based on firm probabilistic foundations, this title discusses general properties of discrete- and continuous-time financial market models.
  • Limba : Engleza
  • Data Publicarii : 04 May 2004
  • Editie : 2nd ed. 2004
  • Format : Hardback
  • Numar pagini : 456
  • ISBN : 9781852334581
Rating:
388.99 Lei
Disponibilitate : 4-6 saptamani

Acest produs este disponibil in stocul furnizorilor okian.ro si poate fi livrat in 4-6 saptamani