RISK NEUTRAL VALUATION

BRINGHAM,NICHOLAS

wydawnictwo: SPRINGER , rok wydania 2004, wydanie II

cena netto: ~~295.00~~ Twoja cena 280,25 zł + 5% vat - dodaj do koszyka

This second edition - completely up to date with new exercises - provides a comprehensive and 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, with special emphasis on martingale theory, stochastic integration and change-of-measure techniques. Based on firm probabilistic foundations, general properties of discrete- and continuous-time financial market models are discussed.
437 pages

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