Risk-Neutral Valuation

Autori

• Nicholas H. Bingham
• Rüdiger Kiesel

Parametri

• Economia
• Economia e affari
• Finanza

Maggiori informazioni sul libro

This updated second edition offers a thorough exploration of the probabilistic theory behind risk-neutral valuation, essential for pricing and hedging financial derivatives. It covers discrete and continuous stochastic processes, martingale theory, and includes new chapters on Credit Risk and Lévy finance, with additional resources available online.

Lingua: Inglese

Pubblicato: 2010

(In brossura)