Risk Neutral Valuation

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Risk-Neutral Valuation

Risk-Neutral Valuation
Author :
Publisher : Springer Science & Business Media
Total Pages : 447
Release :
ISBN-10 : 9781447138563
ISBN-13 : 1447138562
Rating : 4/5 (562 Downloads)

Book Synopsis Risk-Neutral Valuation by : Nicholas H. Bingham

Download or read book Risk-Neutral Valuation written by Nicholas H. Bingham and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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