Risk-Neutral Valuation Pricing and Hedging of Financial Derivatives
Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. Following the success of the first edition of ‘Risk-Neutral Valuation’, the authors have thoroughly revised the entire book, taking...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
London
Springer London
2004, 2004
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| Edition: | 2nd ed. 2004 |
| Series: | Springer Finance Textbooks
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 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