Tels.: DF (55) 55 54 94 02 • Cuernavaca (777) 102 83 86
portada Descargar ficha PDF Título: Risk-Neutral Valuation. Pricing And Hedging Of Financial Derivatives
Autor: Bingham, N. H. ; Kiesel, Rudiger Precio: $1584.00
Editorial: Springer-Verlag London Limited Año: 2004
Tema: Finanzas Edición:
Sinopsis ISBN: 9781852334581
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.
Disponibilidad: Bajo pedido    Contáctanos  ó Solicítalo
Librería Bonilla SA de CV © Todos los derechos reservados. 2019
Última actualización: Jul 2019