Articles liés à Risk-Neutral Valuation: Pricing and Hedging of Financial...

Risk-Neutral Valuation: Pricing and Hedging of Financial Derivitives - Couverture rigide

Livre 15 sur 53: Springer Finance

Bingham, Nicholas H.; Kiesel, Rüdiger

 
9781852334581: Risk-Neutral Valuation: Pricing and Hedging of Financial Derivitives
Couverture rigide
ISBN 10 : 1852334584 ISBN 13 : 9781852334581
Editeur : Springer London Ltd, 2004

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer London Ltd
Date d'édition
2004
Langue
anglais
ISBN 10 
1852334584
ISBN 13 
9781852334581
Reliure
Relié
Numéro d'édition
2
Nombre de pages
456
Coordonnées du fabricant
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