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＜電子ブック＞
Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives / by Nicholas H. Bingham, Rudiger Kiesel
(Springer Finance Textbooks. ISSN:29459125)

版	1st ed. 1998.
出版者	(London : Springer London : Imprint: Springer)
出版年	1998
本文言語	英語
大きさ	XIV, 296 p. 1 illus : online resource
著者標目	*Bingham, Nicholas H author Kiesel, Rudiger author SpringerLink (Online service)
件　名	LCSH:Social sciences -- Mathematics  全ての件名で検索 LCSH:Finance LCSH:Probabilities FREE:Mathematics in Business, Economics and Finance FREE:Financial Economics FREE:Probability Theory
一般注記	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 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 HTTP:URL=https://doi.org/10.1007/978-1-4471-3619-4

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