Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives. Front Cover · Nicholas H. Bingham, Rüdiger Kiesel. Springer Science. Results 1 – 30 of 43 Risk-Neutral Valuation by Bingham, Nicholas H. / Kiesel, Rüdiger and a great selection of related books, art and collectibles available now at. [BK] N. H. BINGHAM and Rüdiger KIESEL: Risk-neutral valuation: Pric- ing and rial College > Mathematics Department > Staff > Staff List > Bingham >.
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Based on a graduate course given to practitioners of Finance, the book identifies a clear gap in the market of Mathematical Finance.
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives by Nicholas H. Bingham
Published June 16th by Springer first published September 1st 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. The value of this particular book seems to be comprehensiveness — it provides much more material than a book like Baxter and Rennie’s “Financial Calculus”, however it does not motivate the use of equivalent martingale m This is a well-written, self-contained introduction to asset pricing via equivalent martingale measures.
Jessa added it Nov 02, 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. Sie sind bereits eingeloggt.
Almost anyone who has a strong background in maths and wants a command of financial engineering theory.
This is a well-written, self-contained introduction to asset pricing via equivalent martingale measures. No trivia or quizzes yet. To ask other readers questions about Risk-Neutral Valuationplease sign up.
It is easy to alienate readers by being too technical, but it is just as easy to write a fluff book that communicates nothing of substance. Aashna Ghai marked it as to-read Nov 17, With this book, authors Bingham and Kiesel have got the balance just right Uniqueness of EMMs 4.
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
Speusippus marked it as to-read Jun 25, Open Preview See a Problem? Goodreads helps you keep track of books you want ris read. Trivia About Risk-Neutral Valu Results are expressed formally as mathematical theorems, but the authors skip most proofs.
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Risk-Neutral Valuation (eBook, PDF)
It is valuatkon rigorous but with a practical, reader-oriented binyham. Authors of financial engineering texts face a quandary: The value of this particular book seems to be comprehensiveness — it provides much more material than a book like Baxter and Rennie’s “Financial Calculus”, however it does not motivate the use of equivalent martingale machinery as well as these authors. Readers new to the subject will appreciate the introductory chapters that provide suitable coverage of rigorous probability theory, Lesbesgue integration, and measure theory.
Eva Deli marked it as to-read Sep 17, It aims to cover a. Iyub marked it as to-read Oct 25, Anton marked it as to-read Aug 22, Want to Read Currently Reading Read.
Klicken Sie auf 2. The authors approach is simple and designed to …mehr. 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.
Christian rated it it was amazing May 14, To see what your friends thought of this book, please sign up. Um Ihnen ein besseres Nutzererlebnis zu bieten, verwenden wir Cookies. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special em 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.
Kj marked it as to-read May 14, The narrative moves along at a nice clip so you never get bogged down in minutia Mathematical Finance in Discrete Time 4. Who is the book for?