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About Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, Second Edition
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.
Detailed Information
| Author: | Nicholas H. Bingham, Rüdiger Kiesel |
|---|---|
| Publication Year: | 2004 |
| ISBN: | 9781849968737 |
| Pages: | 456 |
| Language: | English |
| File Size: | 7.474 |
| Format: | |
| Price: | FREE |
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