Authors:
- A thoroughly revised and updated edition of a popular text: it brings readers completely up-to-date with recent developments in the field
- Includes a new chapter on the important topic of Credit Risk, and provides additional resources for lecturers via the web
- Written with the practitioner in mind, it gets straight to the heart of the subject and shows how to put the theory into practice
- Includes supplementary material: sn.pub/extras
- Request lecturer material: sn.pub/lecturer-material
Part of the book series: Springer Finance (FINANCE)
Part of the book sub series: Springer Finance Textbooks (SFTEXT)
Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (9 chapters)
-
Front Matter
-
Back Matter
About this book
Reviews
Authors of financial engineering texts face a quandary: how technical to make a book? 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. With this book, authors Bingham and Kiesel have got the balance just right... It is mathematically rigorous but with a practical, reader-oriented focus. Results are expressed formally as mathematical theorems, but the authors skip most proofs. The narrative moves along at a nice clip so you never get bogged down in minutia... Who is the book for? Almost anyone who has a strong background in maths and wants a command of financial engineering theory. www.riskbook.com
Authors and Affiliations
-
Department of Probability and Statistics, University of Sheffield, Sheffield, UK
Nicholas H. Bingham
-
Department of Mathematical Sciences, Brunel University, Uxbridge Middlesex, UK
Nicholas H. Bingham
-
Department of Financial Mathematics, University of Ulm, Ulm, Germany
Rüdiger Kiesel
-
Department of Statistics, London School of Economics, London, UK
Rüdiger Kiesel
Bibliographic Information
Book Title: Risk-Neutral Valuation
Book Subtitle: Pricing and Hedging of Financial Derivatives
Authors: Nicholas H. Bingham, Rüdiger Kiesel
Series Title: Springer Finance
DOI: https://doi.org/10.1007/978-1-4471-3856-3
Publisher: Springer London
-
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag London 2004
Hardcover ISBN: 978-1-85233-458-1Published: 16 June 2004
Softcover ISBN: 978-1-84996-873-7Published: 21 October 2010
eBook ISBN: 978-1-4471-3856-3Published: 29 June 2013
Series ISSN: 1616-0533
Series E-ISSN: 2195-0687
Edition Number: 2
Number of Pages: XVIII, 438
Topics: Quantitative Finance, Finance, general