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Risk-Neutral Valuation
Bingham, N. H.; Kiesel, Rudiger
€ 79.45
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Description for Risk-Neutral Valuation
Paperback. Series: Springer Finance / Springer Finance Textbooks. Num Pages: 456 pages, biography. BIC Classification: KFF; KJMD; PBW. Category: (P) Professional & Vocational. Dimension: 233 x 158 x 24. Weight in Grams: 682.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer London Ltd United Kingdom
Number of pages
456
Condition
New
Series
Springer Finance / Springer Finance Textbooks
Number of Pages
438
Place of Publication
England, United Kingdom
ISBN
9781849968737
SKU
V9781849968737
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Risk-Neutral Valuation
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 ... Read more