株式会社極東書店トップ ＞ 商品一覧 ＞ Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives. 2nd ed.
商品詳細
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives. 2nd ed.
・ISBN 978-1-85233-458-1 hard EUR 89.99
￥24,053.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Bingham, N. H. / Kiesel, R., |
|---|---|
| シリーズ | Springer Finance |
| 出版社 | (Springer, UK) |
| 出版年月 | 2004 |
| ページ数 | 437 pp. |
| 言語 | ENG |
| ニュース番号 | ＜250-33139＞ |
解説
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.