Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives - Hardcover
Book 15 of 53: Springer Finance
Synopsis
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.
"synopsis" may belong to another edition of this title.
Review
Authors of financial engineering texts face a quandary: how technical to make a book? It is easy to alienate readers by being too technical, but it is just as easy to write a fluff book that communicates nothing of substance. With this book, authors Bingham and Kiesel have got the balance just right... It is mathematically rigorous but with a practical, reader-oriented focus. Results are expressed formally as mathematical theorems, but the authors skip most proofs. The narrative moves along at a nice clip so you never get bogged down in minutia... Who is the book for? Almost anyone who has a strong background in maths and wants a command of financial engineering theory. www.riskbook.com
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Risk-Neutral Valuation: Pricing and Hedging of Financial...
Stock Image
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance)
Seller: medimops, Berlin, Germany
Seller rating 5 out of 5 stars
Condition: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Seller Inventory # M01852334584-G
Buy Used
US$ 17.23
US$ 11.53 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 1 available
Stock Image
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G1852334584I4N00
Stock Image
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, 2nd Ed.
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-1852334584
Seller Image
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance)
Seller: Studibuch, Stuttgart, Germany
Seller rating 5 out of 5 stars
hardcover. Condition: Gut. 456 Seiten; 9781852334581.3 Gewicht in Gramm: 1. Seller Inventory # 1065719
Buy Used
US$ 28.26
US$ 71.86 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 1 available
Stock Image
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Seller: Buchpark, Trebbin, Germany
Seller rating 5 out of 5 stars
Condition: Gut. Zustand: Gut | Seiten: 460 | Sprache: Englisch | Produktart: Bücher | 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. Seller Inventory # 1147859/3
Buy Used
US$ 13.91
US$ 121.11 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 1 available
Stock Image
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivitives
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 954490-n
Stock Image
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9781852334581_new
Buy New
US$ 119.32
US$ 16.02 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Seller: Buchpark, Trebbin, Germany
Seller rating 5 out of 5 stars
Condition: Sehr gut. Zustand: Sehr gut | Seiten: 460 | Sprache: Englisch | Produktart: Bücher | 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. Seller Inventory # 1147859/2
Buy Used
US$ 14.33
US$ 121.11 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 1 available
Seller Image
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivitives
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 954490-n
Buy New
US$ 119.31
US$ 20.06 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Seller Image
Risk-Neutral Valuation
Published by
Springer London Jun 2004, 2004
ISBN 10: 1852334584
ISBN 13: 9781852334581
New
Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 460 pp. Englisch. Seller Inventory # 9781852334581
Buy New
US$ 114.40
US$ 26.53 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 2 available