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" Risk-Neutral Valuation "
by Nicholas H. Bingham, Rüdiger Kiesel.
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BL
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621542
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dltt
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| Main Entry
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Bingham, Nicholas H.
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives /\ by Nicholas H. Bingham, Rüdiger Kiesel.
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| Publication Statement
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London :: Springer London :: Imprint: Springer,, 1998.
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| Series Statement
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Springer Finance,
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| ISBN
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9781447136194
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: 9781447136217
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| Contents
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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 -- A. Hilbert Space -- B. Projections and Conditional Expectations -- C. The Separating Hyperplane Theorem.
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| Abstract
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Written by Nick Bingham, Chairman and Professor of Statistics at Birkbeck College, and Rüdiger Kiesel, an "up-and-coming" academic, Risk Neutrality will benefit the Springer Finance Series in many ways. 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. Based on a graduate course given to practitioners of Finance, the book identifies a clear gap in the market of Mathematical Finance. The authors approach is simple and designed to accommodate a wide audience. 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. It aims to cover a
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Mathematics.
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Finance.
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Distribution (Probability theory).
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Kiesel, Rüdiger.
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SpringerLink (Online service)
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