عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9781447136194
(Number (ISBN
9781447136217
NATIONAL BIBLIOGRAPHY NUMBER
Number
dltt
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Risk-Neutral Valuation
General Material Designation
[Book]
Other Title Information
Pricing and Hedging of Financial Derivatives /
First Statement of Responsibility
by Nicholas H. Bingham, Rüdiger Kiesel.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
London :
Name of Publisher, Distributor, etc.
Imprint: Springer,
Date of Publication, Distribution, etc.
1998.
SERIES
Series Title
Springer Finance,
ISSN of Series
1616-0533
CONTENTS NOTE
Text of Note
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.
0
SUMMARY OR ABSTRACT
Text of Note
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
OTHER EDITION IN ANOTHER MEDIUM
International Standard Book Number
9781447136217
PIECE
Title
Springer eBooks
TOPICAL NAME USED AS SUBJECT
Distribution (Probability theory).
Finance.
Mathematics.
PERSONAL NAME - PRIMARY RESPONSIBILITY
Bingham, Nicholas H.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Kiesel, Rüdiger.
CORPORATE BODY NAME - ALTERNATIVE RESPONSIBILITY
SpringerLink (Online service)
ORIGINATING SOURCE
Date of Transaction
20190307161700.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
