Risk-neutral valuation : pricing and hedging of financial derivatives
N. H. Bingham and R. Kiesel
| Year of publication: |
2004 ; 2. ed.
|
|---|---|
| Authors: | Bingham, Nicholas H. ; Kiesel, Rüdiger |
| Publisher: |
London : Springer |
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Hedging | Risiko | Risk | Theorie | Theory | Derivat <Wertpapier> | Zinsstruktur | Arbitrage |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XVIII, 437 S. graph. Darst. 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch |
| Language: | English |
| Notes: | Literaturverz. S. [417] - 432 |
| ISBN: | 1-85233-458-4 ; 978-1-85233-458-1 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001713043