Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Second Edition 2004
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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.
Get Risk-Neutral Valuation by Nicholas H. Bingham, Rüdiger Kiesel at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer London Ltd and it has 438 pages.
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