Risk neutral valuation

Autori

• Nicholas H. Bingham

Parametri

• Economia
• Economia e affari
• Finanza

Maggiori informazioni sul libro

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.

Lingua: Inglese

Pubblicato: 2004