Risk-Neutral Valuation by Nicholas H Bingham
Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. Following the success of the first edition of 'Risk-Neutral Valuation', the authors have thoroughly revised the entire book, taking into account recent developments in the field, and changes in their own thinking and teaching. In particular, the chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of L vy finance, there is considerable new material on: -Infinite divisibility and L vy processes -L vy-based models in incomplete markets Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.-
Stochastic Calculus for Finance I
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Stochastic Calculus for Finance II
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Interest Rate Models - Theory and Practice
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Financial Markets in Continuous Time
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Risk and Asset Allocation
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Stochastic Calculus of Variations in Mathematical Finance
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Modelling, Pricing, and Hedging Counterparty Credit Exposure
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Volterra Volatility Models
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Continuous-Time Asset Pricing Theory
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Term-Structure Models
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Option Prices as Probabilities
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Contract Theory in Continuous-Time Models
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Financial Modeling
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Visual Explorations in Finance
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Financial Modeling, Actuarial Valuation and Solvency in Insurance
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Analytically Tractable Stochastic Stock Price Models
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Applications of Fourier Transform to Smile Modeling
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Computational Methods for Quantitative Finance
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Markets with Transaction Costs
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Interest-Rate Management
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Financial Markets Theory
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Mathematical Methods for Financial Markets
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Mathematics of Financial Markets
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Irrational Exuberance Reconsidered
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Credit Risk Valuation
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Asset Pricing
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CreditRisk+ in the Banking Industry
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A Game Theory Analysis of Options
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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
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Mathematical Finance - Bachelier Congress 2000
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Credit Risk: Modeling, Valuation and Hedging
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Empirical Techniques in Finance
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Efficient Methods for Valuing Interest Rate Derivatives
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Weak Convergence of Financial Markets
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Financial Modeling Under Non-Gaussian Distributions
Authors of financial engineering texts face a quandary: how technical to make a book? It is easy to alienate readers by being too technical, but it is just as easy to write a fluff book that communicates nothing of substanceWith this book, authors Bingham and Kiesel have got the balance just right... It is mathematically rigorous but with a practical, reader-oriented focus. Results are expressed formally as mathematical theorems, but the authors skip most proofs. The narrative moves along at a nice clip so you never get bogged down in minutia... Who is the book for? Almost anyone who has a strong background in maths and wants a command of financial engineering theory. www.riskbook.com
| SKU | Unavailable |
| ISBN 13 | 9781849968737 |
| ISBN 10 | 184996873X |
| Title | Risk-Neutral Valuation |
| Author | Nicholas H Bingham |
| Series | Springer Finance |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer London Ltd |
| Year published | 2010-10-21 |
| Number of pages | 438 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |