logo

EbookBell.com

Most ebook files are in PDF format, so you can easily read them using various software such as Foxit Reader or directly on the Google Chrome browser.
Some ebook files are released by publishers in other formats such as .awz, .mobi, .epub, .fb2, etc. You may need to install specific software to read these formats on mobile/PC, such as Calibre.

Please read the tutorial at this link:  https://ebookbell.com/faq 


We offer FREE conversion to the popular formats you request; however, this may take some time. Therefore, right after payment, please email us, and we will try to provide the service as quickly as possible.


For some exceptional file formats or broken links (if any), please refrain from opening any disputes. Instead, email us first, and we will try to assist within a maximum of 6 hours.

EbookBell Team

Riskneutral Valuation Pricing And Hedging Of Financial Derivatives Second Edition 2nd Nicholas H Bingham

  • SKU: BELL-2515602
Riskneutral Valuation Pricing And Hedging Of Financial Derivatives Second Edition 2nd Nicholas H Bingham
$ 31.00 $ 45.00 (-31%)

0.0

0 reviews

Riskneutral Valuation Pricing And Hedging Of Financial Derivatives Second Edition 2nd Nicholas H Bingham instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 7.47 MB
Pages: 456
Author: Nicholas H. Bingham, Rüdiger Kiesel
ISBN: 9781849968737, 184996873X
Language: English
Year: 2004
Edition: 2nd

Product desciption

Riskneutral Valuation Pricing And Hedging Of Financial Derivatives Second Edition 2nd Nicholas H Bingham by Nicholas H. Bingham, Rüdiger Kiesel 9781849968737, 184996873X instant download after payment.

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.

Related Products