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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Readers new to the subject will appreciate the introductory chapters that provide suitable coverage of rigorous probability theory, Lesbesgue integration, and measure theory.
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives by Nicholas H. Bingham
Want to Read Currently Reading Read. The narrative moves along at a nice clip so you never valuationn bogged down in minutia Bruno added it Mar 29, The value of this particular book seems to be 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 m This is a well-written, self-contained introduction to asset pricing via equivalent martingale measures.
Uniqueness of EMMs 4.
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Mathematical Finance in Continuous Time 6. Eisk marked it as to-read May 14, Aashna Ghai marked it as to-read Nov 17, Stochastic Processes in Discrete Time 3. Sapphire Ng marked it as to-read May 09, Open Preview See a Problem? Christian rated it it was amazing May 14, Hardcoverpages. To see what your friends thought of this book, please sign up. Sie sind bereits eingeloggt. It is mathematically rigorous but valuatoin a practical, reader-oriented focus.
Authors of financial engineering texts face a quandary: Mathematical Finance in Discrete Time 4. It provides a valuable 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, Second Edition
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.
This is a well-written, self-contained introduction to asset pricing via equivalent martingale measures. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special em This second edition – completely up to date with new exercises – provides a comprehensive and self-contained treatment binghak the probabilistic theory behind the risk-neutral valuation principle and its application to the bongham and hedging of financial derivatives.
Eva Deli marked it as to-read Sep 17, Miguel Bjngham rated it really liked it Jul 21, Springer Finance is a new programme of books aimed at students, academics and practitioners working on increasingly technical approaches to the analysis of financial markets.
Speusippus marked it as to-read Jun 25, No trivia or quizzes yet. Trivia About Risk-Neutral Valu Based on a graduate course given to practitioners of Finance, the book identifies a clear gap in the market of Mathematical Finance.
The authors approach is simple and designed to …mehr. Lists with This Book.
The value of this particular book seems to be 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. Almost anyone who has a strong background in maths and wants a command of financial engineering theory. Return to Book Page. Roopa marked it as to-read Mar 24, Anton marked it as to-read Aug 22, Published June 16th by Springer first published September 1st Thanks for telling us about the problem.