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In this second edition of their popular text, the authors take into account recent developments in the field, and changes in their own thinking and teaching. The chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of Lévy finance, there is considerable new material on: · Infinite divisibility and Lévy processes · Lévy-based models in incomplete markets Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.
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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.
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Edizione Internazionale
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives, 2nd edition
Edizione InternazionaleDa: Sizzler Texts, SAN GABRIEL, CA, U.S.A.
Valutazione del venditore 5 su 5 stelle
Soft cover. Condizione: New. Condizione sovraccoperta: New. 2nd Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Codice articolo ABE-8050483095
Quantità: Più di 20 disponibili
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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance Textbooks)
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
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Condizione: New. Codice articolo ABLIING23Mar2912160255148
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Da: Chiron Media, Wallingford, Regno Unito
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PF. Condizione: New. Codice articolo 6666-IUK-9781849968737
Quantità: 10 disponibili
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Risk-Neutral Valuation
Editore:
Springer London Okt 2010, 2010
ISBN 10: 184996873X
ISBN 13: 9781849968737
Nuovo
Taschenbuch
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 456 pp. Englisch. Codice articolo 9781849968737
Quantità: 2 disponibili
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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
Editore:
Springer London Ltd, 2010
ISBN 10: 184996873X
ISBN 13: 9781849968737
Nuovo
Paperback / softback
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
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Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 712. Codice articolo C9781849968737
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Risk-Neutral Valuation
Da: Books Puddle, New York, NY, U.S.A.
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Condizione: New. pp. 456 2nd Edition. Codice articolo 262130362
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Risk-Neutral Valuation
Print on DemandDa: Majestic Books, Hounslow, Regno Unito
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Condizione: New. Print on Demand pp. 456 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Codice articolo 5717605
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Risk-Neutral Valuation
Print on DemandDa: moluna, Greven, Germania
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A thoroughly revised and updated edition of a popular text: it brings readers completely up-to-date with recent developments in the fieldIncludes a new chapter on the important topic of Credit Risk, and provides additional resources for lecturers . Codice articolo 4288939
Quantità: Più di 20 disponibili
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Risk-Neutral Valuation
Print on DemandDa: Biblios, Frankfurt am main, HESSE, Germania
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Condizione: New. PRINT ON DEMAND pp. 456. Codice articolo 182130352
Quantità: 4 disponibili
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Risk-Neutral Valuation
Editore:
Springer London, Springer London Okt 2010, 2010
ISBN 10: 184996873X
ISBN 13: 9781849968737
Nuovo
Taschenbuch
Prima edizione
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Neuware -Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives.Following the success of the first edition of ¿Risk-Neutral Valuation¿, the authors have thoroughly revised the entire book, taking into account recent developments in the field, and changes in their own thinking and teaching.In particular, the chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of Lévy finance, there is considerable new material on: Infinite divisibility and Lévy processes Lévy-based models in incomplete marketsFurther material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 456 pp. Englisch. Codice articolo 9781849968737
Quantità: 2 disponibili