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Risk-Neutral Valuation - Nicholas H. Bingham - Bog

- Pricing and Hedging of Financial Derivatives

Bag om Risk-Neutral Valuation

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781849968737
  • Indbinding:
  • Paperback
  • Sideantal:
  • 438
  • Udgivet:
  • 21. oktober 2010
  • Udgave:
  • 22004
  • Størrelse:
  • 233x158x24 mm.
  • Vægt:
  • 682 g.
  • 8-11 hverdage.
  • 9. december 2024

Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Risk-Neutral Valuation

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.

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