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Following the success of the first edition of ¿Risk-Neutral Valuation¿, the authors have thoroughly revised the entire book, taking into account recent developments in the field, and changes in their own thinking and teaching.
In particular, the chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of Lévy finance, there is considerable new material on:
· Infinite divisibility and Lévy processes
· Lévy-based models in incomplete markets
Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.
Following the success of the first edition of ¿Risk-Neutral Valuation¿, the authors have thoroughly revised the entire book, taking into account recent developments in the field, and changes in their own thinking and teaching.
In particular, the chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of Lévy finance, there is considerable new material on:
· Infinite divisibility and Lévy processes
· Lévy-based models in incomplete markets
Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.
The chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of Lévy finance, there is considerable new material on:
· Infinite divisibility and Lévy processes
· Lévy-based models in incomplete markets
Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.
| Erscheinungsjahr: | 2004 |
|---|---|
| Fachbereich: | Einzelne Wirtschaftszweige |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Seiten: | 460 |
| Reihe: | Springer Finance Textbooks |
| Inhalt: |
xviii
438 S. |
| ISBN-13: | 9781852334581 |
| ISBN-10: | 1852334584 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: |
Kiesel, Rüdiger
Bingham, Nicholas H. |
| Auflage: | 2nd ed. 2004 |
| Hersteller: |
Springer London
Springer-Verlag London Ltd. Springer Finance Textbooks |
| Maße: | 241 x 160 x 31 mm |
| Von/Mit: | Rüdiger Kiesel (u. a.) |
| Erscheinungsdatum: | 16.06.2004 |
| Gewicht: | 0,852 kg |
The chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of Lévy finance, there is considerable new material on:
· Infinite divisibility and Lévy processes
· Lévy-based models in incomplete markets
Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.
| Erscheinungsjahr: | 2004 |
|---|---|
| Fachbereich: | Einzelne Wirtschaftszweige |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Seiten: | 460 |
| Reihe: | Springer Finance Textbooks |
| Inhalt: |
xviii
438 S. |
| ISBN-13: | 9781852334581 |
| ISBN-10: | 1852334584 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: |
Kiesel, Rüdiger
Bingham, Nicholas H. |
| Auflage: | 2nd ed. 2004 |
| Hersteller: |
Springer London
Springer-Verlag London Ltd. Springer Finance Textbooks |
| Maße: | 241 x 160 x 31 mm |
| Von/Mit: | Rüdiger Kiesel (u. a.) |
| Erscheinungsdatum: | 16.06.2004 |
| Gewicht: | 0,852 kg |
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