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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives - Springer Finance Nicholas H. Bingham Second Edition 2004 edition
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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
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | June 16, 2004 |
| ISBN13 | 9781852334581 |
| Publishers | Springer London Ltd |
| Pages | 438 |
| Dimensions | 164 × 244 × 32 mm · 820 g |
| Language | English |
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