Risk-neutral valuation: pricing and hedging of financial derivatives
Auteur :
Bingham, Nicholas H. / Kiesel, Rüdiger
Éditeur :
Springer London Ltd
ISBN :
9781852334581
Date de publication :
16 juin 2004
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Provides a treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. Based on firm probabilistic foundations, this title discusses general properties of discrete- and continuous-time financial market models.