Risk-Neutral Valuation

Name: Risk-Neutral Valuation
Brand: Springer
SKU: 9781852334581-G
Price: 13.89 EUR
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Rating: 5 (1 reviews)

By Bingham, Nicholas H.

Risk-Neutral Valuation

By Bingham, Nicholas H.

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Description

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.

Product details

Edition:

2

Number of Pages:

460

Release Date:

2004-06-16

Publication Date:

2004-06-16

Publisher:

Springer

Languages:

Original: English

ISBN10:

1852334584

ISBN13:

9781852334581

GPSR Manufacturer Reference:

[email protected]

Weight:

852 g

Height:

160 cm

Width:

241 cm

Thickness:

31 cm

Condition

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Good

The items bear minimal signs of past use, such as light scratches or memories in the form of markings. These signs of wear give the items a charming character and tell stories of their previous owners, while not affecting their functionality.

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