Risk-neutral valuation : pricing and hedging of financial derivatives
N. H. Bingham and Rüdiger Kiesel
| Year of publication: |
1998
|
|---|---|
| Authors: | Bingham, Nicholas H. ; Kiesel, Rüdiger |
| Publisher: |
Berlin : Springer |
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Hedging | Risiko | Risk | Theorie | Theory | Derivat <Wertpapier> | Zinsstruktur | Arbitrage | Finanzmathematik | Investition | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XIV, 296 S. 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [283] - 292 |
| ISBN: | 1-85233-001-5 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008729669