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Synopsis
In this second edition of their popular text, the authors take into account recent developments in the field, and changes in their own thinking and teaching. 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.
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À propos de la quatrième de couverture
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Risk-Neutral Valuation
impression à la demandeVendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A thoroughly revised and updated edition of a popular text: it brings readers completely up-to-date with recent developments in the fieldIncludes a new chapter on the important topic of Credit Risk, and provides additional resources for lecturers . N° de réf. du vendeur 4288939
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Edition internationale
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives, 2nd edition
Edition internationaleVendeur : Sizzler Texts, SAN GABRIEL, CA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Soft cover. Etat : New. Etat de la jaquette : New. 2nd Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. N° de réf. du vendeur ABE-8050483095
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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance Textbooks)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9781849968737_new
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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PF. Etat : New. N° de réf. du vendeur 6666-IUK-9781849968737
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Risk-Neutral Valuation
Edité par
Springer London Okt 2010, 2010
ISBN 10 : 184996873X
ISBN 13 : 9781849968737
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. 456 pp. Englisch. N° de réf. du vendeur 9781849968737
Quantité disponible : 2 disponible(s)
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Risk-Neutral Valuation
Edité par
Springer London, Springer London Okt 2010, 2010
ISBN 10 : 184996873X
ISBN 13 : 9781849968737
Neuf
Taschenbuch
Edition originale
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -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 marketsFurther material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 456 pp. Englisch. N° de réf. du vendeur 9781849968737
Quantité disponible : 2 disponible(s)
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Edité par
Springer London, Springer London, 2010
ISBN 10 : 184996873X
ISBN 13 : 9781849968737
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N° de réf. du vendeur 9781849968737
Quantité disponible : 1 disponible(s)
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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
Edité par
Springer London Ltd, 2010
ISBN 10 : 184996873X
ISBN 13 : 9781849968737
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Paperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 712. N° de réf. du vendeur C9781849968737
Quantité disponible : Plus de 20 disponibles
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Risk-Neutral Valuation
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 456 2nd Edition. N° de réf. du vendeur 262130362
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Risk-Neutral Valuation
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Print on Demand pp. 456 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 5717605
Quantité disponible : 4 disponible(s)