by NicholasH.Bingham (Author), RüdigerKiesel (Author)
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.
Format: Hardcover
Pages: 437
Edition: 2nd ed.
Publisher: Springer
Published: 16 Jun 2004
ISBN 10: 1852334584
ISBN 13: 9781852334581