Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Springer London
2004
|
| Ausgabe: | Second Edition |
| Schriftenreihe: | Springer Finance
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. 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 |
| Beschreibung: | 1 Online-Ressource (XVIII, 438 p) |
| ISBN: | 9781447138563 9781849968737 |
| ISSN: | 1616-0533 |
| DOI: | 10.1007/978-1-4471-3856-3 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV042419388 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150317s2004 |||| o||u| ||||||eng d | ||
| 020 | |a 9781447138563 |c Online |9 978-1-4471-3856-3 | ||
| 020 | |a 9781849968737 |c Print |9 978-1-84996-873-7 | ||
| 024 | 7 | |a 10.1007/978-1-4471-3856-3 |2 doi | |
| 035 | |a (OCoLC)1165606706 | ||
| 035 | |a (DE-599)BVBBV042419388 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-703 |a DE-91 |a DE-634 | ||
| 082 | 0 | |a 519 |2 23 | |
| 084 | |a MAT 000 |2 stub | ||
| 100 | 1 | |a Bingham, Nicholas H. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Risk-Neutral Valuation |b Pricing and Hedging of Financial Derivatives |c by Nicholas H. Bingham, Rüdiger Kiesel |
| 250 | |a Second Edition | ||
| 264 | 1 | |a London |b Springer London |c 2004 | |
| 300 | |a 1 Online-Ressource (XVIII, 438 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Springer Finance |x 1616-0533 | |
| 500 | |a Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. 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 | ||
| 650 | 4 | |a Mathematics | |
| 650 | 4 | |a Finance | |
| 650 | 4 | |a Quantitative Finance | |
| 650 | 4 | |a Finance/Investment/Banking | |
| 650 | 4 | |a Mathematik | |
| 650 | 0 | 7 | |a Hedging |0 (DE-588)4123357-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Bewertung |0 (DE-588)4006340-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Arbitrage |0 (DE-588)4002820-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Zinsstruktur |0 (DE-588)4067855-6 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
| 689 | 0 | 1 | |a Hedging |0 (DE-588)4123357-8 |D s |
| 689 | 0 | 2 | |a Zinsstruktur |0 (DE-588)4067855-6 |D s |
| 689 | 0 | 3 | |a Arbitrage |0 (DE-588)4002820-3 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 689 | 1 | 0 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
| 689 | 1 | 1 | |a Bewertung |0 (DE-588)4006340-9 |D s |
| 689 | 1 | |8 2\p |5 DE-604 | |
| 700 | 1 | |a Kiesel, Rüdiger |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-1-4471-3856-3 |x Verlag |3 Volltext |
| 912 | |a ZDB-2-SMA |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SMA_Archive | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027854805 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804153089940258816 |
|---|---|
| any_adam_object | |
| author | Bingham, Nicholas H. |
| author_facet | Bingham, Nicholas H. |
| author_role | aut |
| author_sort | Bingham, Nicholas H. |
| author_variant | n h b nh nhb |
| building | Verbundindex |
| bvnumber | BV042419388 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)1165606706 (DE-599)BVBBV042419388 |
| dewey-full | 519 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519 |
| dewey-search | 519 |
| dewey-sort | 3519 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4471-3856-3 |
| edition | Second Edition |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03203nmm a2200625zc 4500</leader><controlfield tag="001">BV042419388</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s2004 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781447138563</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-4471-3856-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781849968737</subfield><subfield code="c">Print</subfield><subfield code="9">978-1-84996-873-7</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-1-4471-3856-3</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1165606706</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042419388</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bingham, Nicholas H.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Risk-Neutral Valuation</subfield><subfield code="b">Pricing and Hedging of Financial Derivatives</subfield><subfield code="c">by Nicholas H. Bingham, Rüdiger Kiesel</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Second Edition</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London</subfield><subfield code="b">Springer London</subfield><subfield code="c">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XVIII, 438 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Springer Finance</subfield><subfield code="x">1616-0533</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. 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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Quantitative Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance/Investment/Banking</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Hedging</subfield><subfield code="0">(DE-588)4123357-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Bewertung</subfield><subfield code="0">(DE-588)4006340-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Arbitrage</subfield><subfield code="0">(DE-588)4002820-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zinsstruktur</subfield><subfield code="0">(DE-588)4067855-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Hedging</subfield><subfield code="0">(DE-588)4123357-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Zinsstruktur</subfield><subfield code="0">(DE-588)4067855-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Arbitrage</subfield><subfield code="0">(DE-588)4002820-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Bewertung</subfield><subfield code="0">(DE-588)4006340-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kiesel, Rüdiger</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-1-4471-3856-3</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_Archive</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027854805</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV042419388 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:04Z |
| institution | BVB |
| isbn | 9781447138563 9781849968737 |
| issn | 1616-0533 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027854805 |
| oclc_num | 1165606706 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (XVIII, 438 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Springer London |
| record_format | marc |
| series2 | Springer Finance |
| spelling | Bingham, Nicholas H. Verfasser aut Risk-Neutral Valuation Pricing and Hedging of Financial Derivatives by Nicholas H. Bingham, Rüdiger Kiesel Second Edition London Springer London 2004 1 Online-Ressource (XVIII, 438 p) txt rdacontent c rdamedia cr rdacarrier Springer Finance 1616-0533 Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. 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 Mathematics Finance Quantitative Finance Finance/Investment/Banking Mathematik Hedging (DE-588)4123357-8 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Arbitrage (DE-588)4002820-3 gnd rswk-swf Zinsstruktur (DE-588)4067855-6 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Hedging (DE-588)4123357-8 s Zinsstruktur (DE-588)4067855-6 s Arbitrage (DE-588)4002820-3 s 1\p DE-604 Bewertung (DE-588)4006340-9 s 2\p DE-604 Kiesel, Rüdiger Sonstige oth https://doi.org/10.1007/978-1-4471-3856-3 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bingham, Nicholas H. Risk-Neutral Valuation Pricing and Hedging of Financial Derivatives Mathematics Finance Quantitative Finance Finance/Investment/Banking Mathematik Hedging (DE-588)4123357-8 gnd Bewertung (DE-588)4006340-9 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Arbitrage (DE-588)4002820-3 gnd Zinsstruktur (DE-588)4067855-6 gnd |
| subject_GND | (DE-588)4123357-8 (DE-588)4006340-9 (DE-588)4381572-8 (DE-588)4002820-3 (DE-588)4067855-6 |
| title | Risk-Neutral Valuation Pricing and Hedging of Financial Derivatives |
| title_auth | Risk-Neutral Valuation Pricing and Hedging of Financial Derivatives |
| title_exact_search | Risk-Neutral Valuation Pricing and Hedging of Financial Derivatives |
| title_full | Risk-Neutral Valuation Pricing and Hedging of Financial Derivatives by Nicholas H. Bingham, Rüdiger Kiesel |
| title_fullStr | Risk-Neutral Valuation Pricing and Hedging of Financial Derivatives by Nicholas H. Bingham, Rüdiger Kiesel |
| title_full_unstemmed | Risk-Neutral Valuation Pricing and Hedging of Financial Derivatives by Nicholas H. Bingham, Rüdiger Kiesel |
| title_short | Risk-Neutral Valuation |
| title_sort | risk neutral valuation pricing and hedging of financial derivatives |
| title_sub | Pricing and Hedging of Financial Derivatives |
| topic | Mathematics Finance Quantitative Finance Finance/Investment/Banking Mathematik Hedging (DE-588)4123357-8 gnd Bewertung (DE-588)4006340-9 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Arbitrage (DE-588)4002820-3 gnd Zinsstruktur (DE-588)4067855-6 gnd |
| topic_facet | Mathematics Finance Quantitative Finance Finance/Investment/Banking Mathematik Hedging Bewertung Derivat Wertpapier Arbitrage Zinsstruktur |
| url | https://doi.org/10.1007/978-1-4471-3856-3 |
| work_keys_str_mv | AT binghamnicholash riskneutralvaluationpricingandhedgingoffinancialderivatives AT kieselrudiger riskneutralvaluationpricingandhedgingoffinancialderivatives |