This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780198776192.

Bestandsnummer des Verk�ufers 5597713

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Bibliografische Details

Titel

Pricing and Hedging of Derivative Securities

Verlag

Oxford University Press

Erscheinungsjahr

1999

Sprache

Englisch

ISBN-10

0198776195

ISBN-13

9780198776192

Einband

Hardcover

Zustand

Fair

Gewicht

850 Gramm

Verk�uferkataloge

Economics

�ber diesen Titel

Inhaltsangabe

The theory of pricing and hedging of derivative securities is mathematically sophisticated. This book is an introduction to the use of advanced probability theory in financial economics, presenting the necessary mathematics in a precise and rigorous manner. Professor Nielsen concentrates on three main areas: the theory of continuous-time stochastic processes, a notorious barrier to the understanding of probability theory in finance; the general theory of trading, pricing, and hedging in continuous time, using the martingale approach; and a detailed look at the BlackScholes and the Gaussian one-factor models of the term structure of interest rates. His book enables the reader to read the journal literature with confidence, apply the methods to new problems, or to do original research in the field.

�ber die Autorin bzw. den Autor

Nielsen

��ber diesen Titel� kann sich auf eine andere Ausgabe dieses Titels beziehen.

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