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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance) - Hardcover

Buch 15 von 53: Springer Finance

Bingham, Nicholas H.; Kiesel, Rüdiger

 
9781852334581: Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance)
Hardcover
ISBN 10: 1852334584 ISBN 13: 9781852334581
Verlag: Springer, 2004

Inhaltsangabe

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 into account recent developments in the field, and changes in their own thinking and teaching. In particular, the chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of Lévy finance, there is considerable new material on: · Infinite divisibility and Lévy processes · Lévy-based models in incomplete markets Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.

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Verlag
Springer
Erscheinungsdatum
2004
Sprache
Englisch
ISBN 10 
1852334584
ISBN 13 
9781852334581
Einband
Gebundene Ausgabe
Auflage
2
Anzahl der Seiten
456
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