Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives.rar (3.75 MB, 需要: 5 个论坛币) 本附件包括：

• Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives.djvu

2012-3-19 00:20:45 上传

Risk Neutral Valuation
需要: 5 个论坛币  [购买]

Table of Content.pdf (49.07 KB)

2012-3-19 00:20:22 上传

Table of Content

Risk-Neutral ValuationPricing and Hedging of Financial Derivatives

Series: Springer Finance

Bingham, Nicholas H., Kiesel, Rüdiger

2nd ed., 2004, XVIII, 437 p. 8 illus.


About this textbookReviews

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.


Content Level » Professional/practitioner
Keywords » Finance
Related subjects » Finance & Banking - Quantitative Finance

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

关键词：derivatives Derivative financial Valuation inancial completely exercises valuation provides second

good book. thanks for sharing.

好书，感谢楼主的贡献。

好书，好版本

thx for sharing

Thanks  for sharing  

顶一个！多谢楼主！！！

thanks

好书，谢谢分享