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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives - Springer Finance Nicholas H. Bingham Second Edition 2004 edition
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives - Springer Finance
Nicholas H. Bingham
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.
455 pages, 2 black & white illustrations, biography
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 16 de junho de 2004 |
| ISBN13 | 9781852334581 |
| Editoras | Springer London Ltd |
| Páginas | 438 |
| Dimensões | 164 × 244 × 32 mm · 820 g |
| Idioma | Inglês |