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AuthorBingham, Nicholas H. author
TitleRisk-Neutral Valuation [electronic resource] : Pricing and Hedging of Financial Derivatives / by Nicholas H. Bingham, Rรผdiger Kiesel
ImprintLondon : Springer London : Imprint: Springer, 1998
Connect tohttp://dx.doi.org/10.1007/978-1-4471-3619-4
Descript XIV, 296 p. 1 illus. online resource

SUMMARY

Written by Nick Bingham, Chairman and Professor of Statistics at Birkbeck College, and Rรผdiger 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


CONTENT

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


Mathematics Finance Economics Mathematical Probabilities Mathematics Quantitative Finance Finance general Probability Theory and Stochastic Processes



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