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 ...
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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 L???vy finance, there is considerable new material on: ??? Infinite divisibility and L???vy processes ??? L???vy-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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Add this copy of Risk-Neutral Valuation: Pricing and Hedging of to cart. $54.74, poor condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2004 by Springer.
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Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 850grams, ISBN: 9781852334581.
Add this copy of Risk-Neutral Valuation: Pricing and Hedging of to cart. $65.75, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2010 by Springer London Ltd.
Add this copy of Risk-Neutral Valuation: Pricing and Hedging of to cart. $93.00, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2004 by Springer.
Add this copy of Risk-Neutral Valuation: Pricing and Hedging of to cart. $93.93, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2004 by Springer.
