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Risk-Neutral Valuation - 9781849968737
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A book that has been read, but looks new. The book cover has no visible wear, and the dust jacket (if applicable) is included for hard covers. No missing or damaged pages, no creases or tears, no underlining or highlighting of text, and no writing in the margins. May have no identifying marks on the inside cover. No wear and tear. See the seller’s listing for full details and description of any imperfections.
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Item specifics
- Condition
- Book Title
- Risk-Neutral Valuation
- ISBN
- 9781849968737
About this product
Product Identifiers
Publisher
Springer London, The Limited
ISBN-10
184996873X
ISBN-13
9781849968737
eBay Product ID (ePID)
5038697163
Product Key Features
Number of Pages
Xviii, 438 Pages
Publication Name
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Language
English
Subject
Finance / General, Investments & Securities / Analysis & Trading Strategies, Applied
Publication Year
2010
Type
Textbook
Subject Area
Mathematics, Business & Economics
Series
Springer Finance Ser.
Format
Trade Paperback
Dimensions
Item Weight
24.5 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Edition Number
2
Intended Audience
Scholarly & Professional
Reviews
Authors of financial engineering texts face a quandary: how technical to make a book? It is easy to alienate readers by being too technical, but it is just as easy to write a fluff book that communicates nothing of substance. With this book, authors Bingham and Kiesel have got the balance just right... It is mathematically rigorous but with a practical, reader-oriented focus. Results are expressed formally as mathematical theorems, but the authors skip most proofs. The narrative moves along at a nice clip so you never get bogged down in minutia... Who is the book for? Almost anyone who has a strong background in maths and wants a command of financial engineering theory. www.riskbook.com
Number of Volumes
1 vol.
Illustrated
Yes
Table Of Content
1. Derivative Background.- 2. Probability Background.- 3. Stochastic Processes in Discrete Time.- 4. Mathematical Finance in Discrete Time.- 5. Stochastic Processes in Continuous Time.- 6. Mathematical Finance in Continuous Time.- 7. Incomplete Markets.- 8. Interest Rate Theory.- 9. Credit Risk.- A. Hilbert Space.- B. Projections and Conditional Expectations.- C. The Separating Hyperplane Theorem.
Synopsis
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., 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., 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.
LC Classification Number
H61.25
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- l***u (96)- Feedback left by buyer.Past 6 monthsVerified purchaseThis was a great price, but I cancelled the purchase. I only cancelled because I found the "color" I was originally looking for and this seller was gracious to offer me a full refund because the item was not shipped yet. I assume it is just as described.
- 8***z (2)- Feedback left by buyer.Past monthVerified purchaseWell priced, quick shipping & packed well, got everything in the condition shown in pictures. Great seller!!
- h***i (11)- Feedback left by buyer.Past monthVerified purchaseI purchased an untested item, and although it did not work my experience with this seller was great. Fast shipping, product looks as it did in photos, and was packaged well.