Risk-neutral valuation : pricing and hedging of financial derivatives
著者
書誌事項
Risk-neutral valuation : pricing and hedging of financial derivatives
（Springer finance）
Springer, c1998
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注記
Bibliography: p. [283]-292
Includes index
内容説明・目次
内容説明
Written by Nick Bingham, Chairman and Professor of Statistics at Birkbeck College, and R?diger 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
目次
Derivative Background.- Probability Background.- Stochastic Processes in Discrete time.- Mathematical Finance in Discrete Time.- Stochastic Processes in Continuous time.- Mathematical Finance in Continuous Time.- Incomplete Markets.- Interest Rate Theory.- Hilbert Space.- Projections and Conditional Expectations.- The Separating Hyperplane Theorem.
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