Risk-neutral valuation : pricing and hedging of financial derivatives /
| Основен автор: | Bingham, N. H. |
|---|---|
| Други автори: | Kiesel, Rüdiger, 1962- |
| Формат: | Книга |
| Език: | English |
| Публикувано: |
Sheffield, UK ; New York :
Springer,
2010 c2004.
|
| Издание: | 2nd ed. |
| Серия: |
Springer finance.
|
| Предмети: | |
| Онлайн достъп: |
Publisher description Table of contents only Verlagsinformation Vorwort 1 Vorwort 2 Kapitel 1 Inhaltsverzeichnis |
Съдържание:
- 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.