Title Risk-neutral valuation : pricing and hedging of financial derivatives / N.H. Bingham and R. Kiesel

Edition Second edition Published London : Springer, [2004] ©2004

Copies

Location	Call no.	Vol.	Availability
MELB	332.6457 Bin/Rnv 2004		AVAILABLE

Description xviii, 437 pages ; 25 cm Series Springer finance Springer finance. 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 Notes Formerly CIP. Uk Bibliography Includes bibliographical references (pages [417]-432) and index Subject Finance -- Mathematical models. Investments -- Mathematical models. Author Kiesel, Rüdiger, 1962- LC no. 2003067310 ISBN 1852334584

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