Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives. Front Cover · Nicholas H. Bingham, Rüdiger Kiesel. Springer Science. Results 1 – 30 of 43 Risk-Neutral Valuation by Bingham, Nicholas H. / Kiesel, Rüdiger and a great selection of related books, art and collectibles available now at. [BK] N. H. BINGHAM and Rüdiger KIESEL: Risk-neutral valuation: Pric- ing and rial College > Mathematics Department > Staff > Staff List > Bingham >.
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Klicken Sie auf 2. Iyub marked it as to-read Oct 25, Sie sind bereits eingeloggt. The authors approach is simple and designed to accommodate a wide audience.
Jordi Hendriks marked it as to-read Mar 06, Krishna Thakur is currently reading it Nov 09, Jessa added it Nov 02, Refresh and try again. It is mathematically rigorous but with a practical, reader-oriented focus.
Stochastic Processes in Discrete Time 3. It provides a vlauation introduction to Mathematical Finance for Graduate Students, and also comprehensive coverage of Financial subjects which should also stimulate practitioners of the subject.
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives by Nicholas H. Bingham
Readers new to the subject will appreciate the introductory chapters that provide suitable coverage of rigorous probability theory, Lesbesgue integration, ris, measure theory. Miguel Rodriguez rated it really liked it Jul 21, The value of this particular book seems to vluation comprehensiveness — it provides much more material than a book like Baxter and Rennie’s “Financial Calculus”, however it does not motivate the use of equivalent martingale machinery as well as these authors.
Anton marked it as to-read Aug 22, This book is not yet featured on Listopia. Want to Read saving….
Risk-Neutral Valuation (eBook, PDF)
There are no discussion topics on this book yet. The narrative moves along at a nice clip so you never get bogged down in minutia Based on a graduate course given to practitioners of Finance, the book identifies a clear gap in the market of Mathematical Finance.
Sapphire Ng marked it as to-read May 09, Return to Book Page. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special emphasis on kiseel theory, stochastic integration and change-of-measure techniques.
Mathematical Finance in Continuous Time 6. Kj marked it as to-read May 14, Christian rated it it was amazing May 14, Loredana Ciobanu marked it as to-read May 29, Results are expressed formally as mathematical theorems, but the authors skip most proofs.
Stochastic Processes in Continuous Time 5. 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.
Just a moment while we sign you in to your Goodreads account. To ask other readers questions about Risk-Neutral Valuationplease sign up. It aims to cover a. Speusippus marked it as to-read Jun 25, Authors of financial engineering texts face a quandary: Eva Deli marked it as to-read Sep 17, Open Preview See a Problem?
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
Almost anyone who has a strong background in maths and wants a command of financial engineering theory. Bruno added it Mar 29, Trivia About Risk-Neutral Valu Uniqueness of EMMs 4.
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The authors approach is simple and designed to …mehr.