دانلود کتاب Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives

Name: Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
Availability: InStock
Author: Bingham N.H.
ISBN: 1852334584

by Bingham N.H., Kiesel R.

عنوان فارسی: ارزیابی ریسک خنثی: قیمت گذاری و پوشش ریسک مشتقات مالی
ناشر: Springer Verlag
سال: 2004
ویرایش: 2nd
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 455-456
شابک: 1852334584
نوع فایل: DJVU دانلود نرم افزار مطالعه
حجم: 3.76 مگابایت

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جزییات کتاب

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. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special emphasis on martingale theory, stochastic integration and change-of-measure techniques. Based on firm probabilistic foundations, general properties of discrete- and continuous-time financial market models are discussed.