Risk-Neutral Valuation: Pricing and Hedging of Financial Derivitives (Springer Finance) Год выпуска: 2004Автор: N. H. Bingham, Rudiger Kiesel, Nicholas BinghamИздательство: Страниц: 0ISBN: 1852334584Описание Since its introduction in the early 80s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. This book provides a 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. These foundation and general principles of modern stochastic finance are established in the first six chapters, which are essentially revised and updated versions of the corresponding chapters in the first edition. Chapters 7 and 8, which treat incomplete markets and interest rate theory, are completely restructured and greatly expanded in order to include recent developments. A new ninth chapter discusses aspects of modelling credit risk.
Похожие книги
Koos Alders, Nederlandsche Bank, Limburg Institute of Financial Economics. Monetary Policy in a Converging Europe: Papers and Proceedings of an International Workshop Organized by De Nederlandsche Bank and the Limburg Institu ... Financial and Monetary Policy Studies, No 31). – М.: , 0. – 0 с. National Research Council and Institute of Medicine, Committee on the Health and Safety Implications of Child Labor. Protecting Youth at Work: Health, Safety, and Development of Working Children and Adolescents in the United States. – М.: , 0. – 0 с. Jose De Luna-Martinez. Management and Resolution of Banking Crises: Lessons from the Republic of Korea and Mexico. – М.: World Bank Publications, 2000. – 44 с. N. H. Bingham, Rudiger Kiesel, Nicholas Bingham. Risk-Neutral Valuation: Pricing and Hedging of Financial Derivitives (Springer Finance). – М.: , 2004. – 0 с. Frank Skinner. Pricing and Hedging Interest and Credit Risk Sensitive Instruments. – М.: , 2004. – 0 с. Jaksa Cvitanic. Introduction to the Economics and Mathematics of Financial Markets. – М.: , 2004. – 0 с. Jaksa Cvitanic. Solutions Manual for Introduction to the Economics and Mathematics of Financial Markets. – М.: , 2004. – 0 с. Tze Leung Lai, Haipeng Xing. Statistical Models and Methods for Financial Markets (Springer Texts in Statistics). – М.: , 2008. – 354 с. Environmental, and Other External Costs and Benefits of Energy Production and Consumption Committee. Hidden Costs of Energy: Unpriced Consequences of Energy Production and Use. – М.: , 2010. – 506 с. Ian Dewing. The role of principles and practices of financial management in the governance of with-profits UK life insurers . – М.: , 2010. – 80 с. Yue-Kuen Kwok. Mathematical Models of Financial Derivatives (Springer Finance). – М.: , 2008. – 386 с. Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda. Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance). – М.: , 2010. – 254 с. Jerry J. Weygandt. CD to be inserted in Accounting Principles 6th Edition, Volume 1, AIE, and Principles of Financial Accounting 6th Edition. – М.: , 2011. – 0 с. Alexey Moisseyev and . University of Nebraska. Effect of Social Media on Crowd Funding Project Results. – М.: LAP Lambert Academic Publishing, 2014. – 52 с. Emmanuel Deogratias. Methods for Pricing and Hedging Plain Vanilla Barrier Options. – М.: LAP Lambert Academic Publishing, 2013. – 124 с. Md. Rabiul Islam,Md. Fayzur Rahman and Faculty of Electrical-Computer Engineering RUET Rajshahi Bang. IMPROVEMENT OF NOISE ROBUST SPEAKER IDENTIFICATION. – М.: LAP Lambert Academic Publishing, 2010. – 88 с. Mary Kilonzo and . School of Business, Kenyatta University. How firms compete. – М.: LAP Lambert Academic Publishing, 2014. – 80 с. Образцы работ
Задайте свой вопрос по вашей теме
Контакты
Поделиться
Мы в социальных сетях
Реклама
Отзывы
Scorpion Извиняюсь, что так и не ответил и не поблагодарил. Куча работы, суматоха, до компьютера не добраться. Делаю это сейчас. Большое спасибо за сопровождаемую работу и консультации. Вы мне очень помогли. Теперь буду заниматься редакциями и дополнениями. Получилось так, что в связи с последним экзаменом и сроками сдачи его, защита работы откладывается на конец этого года. Теперь все предметы позади, главное подготовиться к защитите. Еще раз благодарю и говорю спасибо за помощь в проделанной работе.
