Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives. Front Cover · Nicholas H. Bingham, Rüdiger Kiesel. Springer Science. Results 1 – 30 of 43 Risk-Neutral Valuation by Bingham, Nicholas H. / Kiesel, Rüdiger and a great selection of related books, art and collectibles available now at. [BK] N. H. BINGHAM and Rüdiger KIESEL: Risk-neutral valuation: Pric- ing and rial College > Mathematics Department > Staff > Staff List > Bingham >.

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Eva Deli marked it as to-read Sep 17, Just a moment while we sign you in to your Goodreads account. Jessa added it Nov 02, With this book, authors Bingham and Kiesel have got the balance just right Miguel Rodriguez rated it really liked it Jul 21, On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special emphasis on martingale theory, stochastic integration and change-of-measure techniques.

Readers new to the subject will appreciate the introductory chapters that provide suitable coverage of rigorous probability theory, Lesbesgue integration, and measure theory. Results are expressed formally as mathematical theorems, but the authors skip most proofs.

Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives

Trivia About Risk-Neutral Valu Authors of financial engineering texts face kkiesel quandary: Almost anyone who has a strong background in maths and wants a command of financial engineering theory. Kj marked it as to-read May 14, Who is the book for? To ask other readers questions about Risk-Neutral Valuationplease sign up. Emmanuel rated it really liked it Apr 15, Thus, I’d use this book as a base to your studies of asset pricing, but go elsewhere if you’re having trouble with the intuition behind the mathematics.

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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. Aashna Ghai marked it as to-read Nov 17, Bruno added it Mar 29, It provides a valuable introduction to Mathematical Finance for Graduate Students, and also comprehensive coverage of Financial subjects which should also kuesel practitioners of the subject.

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 substance. This second edition – completely up to date with new exercises – provides a comprehensive and self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the nutral and hedging of financial derivatives.

,iesel

Jordi Hendriks marked it as to-read Mar 06, Speusippus marked it as to-read Jun 25, Mathematical Finance in Continuous Time 6. The value of this particular book seems to be comprehensiveness — it provides much more material vluation a book like Baxter and Rennie’s “Financial Calculus”, however it does not motivate the use of equivalent martingale machinery as well as these authors.

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Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, Second Edition

To see what your friends valuwtion of this book, please sign up. Uniqueness of EMMs 4. Refresh and try again. Loredana Ciobanu marked it as to-read May 29, The narrative moves along at a nice clip so you never get bogged down in minutia Published June 16th by Springer first published September 1st It aims to cover a.

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Be the first to ask a question about Risk-Neutral Valuation. The value of this particular book seems to be comprehensiveness — it provides much more material than a book like Baxter and Rennie’s “Financial Calculus”, however it does not motivate the use of equivalent martingale m This is a well-written, self-contained introduction to asset pricing via equivalent martingale measures.

Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives by Nicholas H. Bingham

No trivia or quizzes yet. Return to Book Page. Roopa marked it as to-read Mar 24, The authors approach is simple and designed to accommodate a wide audience. Jessa marked it as to-read Nov 02, Open Preview See a Problem?

Christian rated it it was amazing May 14, Want to Read Currently Reading Read.

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