Advertisement

Risk-Neutral Valuation

Pricing and Hedging of Financial Derivatives

  • Nicholas H. Bingham
  • Rüdiger Kiesel

Part of the Springer Finance book series (FINANCE)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Nicholas H. Bingham, Rüdiger Kiesel
    Pages 1-31
  3. Nicholas H. Bingham, Rüdiger Kiesel
    Pages 33-65
  4. Nicholas H. Bingham, Rüdiger Kiesel
    Pages 67-82
  5. Nicholas H. Bingham, Rüdiger Kiesel
    Pages 83-131
  6. Nicholas H. Bingham, Rüdiger Kiesel
    Pages 133-170
  7. Nicholas H. Bingham, Rüdiger Kiesel
    Pages 171-228
  8. Nicholas H. Bingham, Rüdiger Kiesel
    Pages 229-244
  9. Nicholas H. Bingham, Rüdiger Kiesel
    Pages 245-276
  10. Nicholas H. Bingham, Rüdiger Kiesel
    Pages 277-278
  11. Nicholas H. Bingham, Rüdiger Kiesel
    Pages 279-280
  12. Nicholas H. Bingham, Rüdiger Kiesel
    Pages 281-282
  13. Back Matter
    Pages 283-296

About this book

Introduction




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

Keywords

Finance Stochastic Processes financial markets incomplete markets mathematical finance probability rating statistics valuation

Authors and affiliations

  • Nicholas H. Bingham
    • 1
  • Rüdiger Kiesel
    • 1
  1. 1.Birkbeck CollegeUniversity of LondonLondonUK

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4471-3619-4
  • Copyright Information Springer-Verlag London 1998
  • Publisher Name Springer, London
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4471-3621-7
  • Online ISBN 978-1-4471-3619-4
  • Series Print ISSN 1616-0533
  • Series Online ISSN 2195-0687
  • Buy this book on publisher's site
Industry Sectors
Pharma
Finance, Business & Banking
Electronics
Consumer Packaged Goods