Author | Bingham, Nicholas H. author |
---|---|
Title | Risk-Neutral Valuation [electronic resource] : Pricing and Hedging of Financial Derivatives / by Nicholas H. Bingham, Rรผdiger Kiesel |
Imprint | London : Springer London : Imprint: Springer, 2004 |
Edition | Second Edition |
Connect to | http://dx.doi.org/10.1007/978-1-4471-3856-3 |
Descript | XVIII, 438 p. online resource |
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 -- 9. Credit Risk -- A. Hilbert Space -- B. Projections and Conditional Expectations -- C. The Separating Hyperplane Theorem