| 書目名稱 | Risk-Neutral Valuation |
| 副標題 | Pricing and Hedging |
| 編輯 | Nicholas H. Bingham,Rüdiger Kiesel |
| 視頻video | http://file.papertrans.cn/831/830790/830790.mp4 |
| 概述 | A thoroughly revised and updated edition of a popular text: it brings readers completely up-to-date with recent developments in the field.Includes a new chapter on the important topic of Credit Risk, |
| 叢書名稱 | Springer Finance |
| 圖書封面 |  |
| 描述 | 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. |
| 出版日期 | Textbook 2004Latest edition |
| 關鍵詞 | Adopted Textbook; Approximation; Arbitrage; Change; Finance; Hedging; Markov Chain; Markov Chains; Stochasti |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-1-4471-3856-3 |
| isbn_softcover | 978-1-84996-873-7 |
| isbn_ebook | 978-1-4471-3856-3Series ISSN 1616-0533 Series E-ISSN 2195-0687 |
| issn_series | 1616-0533 |
| copyright | Springer-Verlag London 2004 |
|Archiver|手機版|小黑屋|
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