书目名称 | Risk-Neutral Valuation |
副标题 | Pricing and Hedging |
编辑 | Nicholas H. Bingham,Rüdiger Kiesel |
视频video | |
概述 | The authors provide a toolbox from stochastic analysis and provide an intuitive feeling of the power of the available techniques through various examples *.For the first time, change of numiraire tech |
丛书名称 | Springer Finance |
图书封面 |  |
描述 | . .Written by Nick Bingham, Chairman and Professor of Statistics at Birkbeck College, and Rüdiger Kiesel, an "up-and-coming" academic, Risk Neutrality will benefit the Springer Finance Series in many ways. 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. 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 accommodate a wide audience. .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. It aims to cover a |
出版日期 | Book 19981st edition |
关键词 | Finance; Stochastic Processes; financial markets; incomplete markets; mathematical finance; probability; r |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4471-3619-4 |
isbn_ebook | 978-1-4471-3619-4Series ISSN 1616-0533 Series E-ISSN 2195-0687 |
issn_series | 1616-0533 |
copyright | Springer-Verlag London 1998 |