The book is currently out of stock
Parameters
More about the book
This updated second edition offers a thorough exploration of the probabilistic theory behind risk-neutral valuation, essential for pricing and hedging financial derivatives. It covers discrete and continuous stochastic processes, martingale theory, and includes new chapters on Credit Risk and Lévy finance, with additional resources available online.
Book purchase
Risk-Neutral Valuation, Nicholas H. Bingham, Rüdiger Kiesel
- Language
- Released
- 2010
- product-detail.submit-box.info.binding
- (Paperback)
We’ll email you as soon as we track it down.
Payment methods
We’re missing your review here.