by Yue-KuenKwok (Author)
This book contains a comprehensive account of pricing models of financial derivatives. It covers risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory.
Format: Hardcover
Pages: 386
Edition: 2nd ed.
Publisher: Springer
Published: 09 Jul 2008
ISBN 10: 3540422889
ISBN 13: 9783540422884