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Risk-neutral valuation: pricing and hedging of financial derivatives

Detalles Bibliográficos
Autores principales: Bingham, Nicholas H, Kiesel, Rüdiger
Lenguaje:eng
Publicado: Springer 2004
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-1-4471-3856-3
http://cds.cern.ch/record/1608992
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author Bingham, Nicholas H
Kiesel, Rüdiger
author_facet Bingham, Nicholas H
Kiesel, Rüdiger
author_sort Bingham, Nicholas H
collection CERN
id cern-1608992
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2004
publisher Springer
record_format invenio
spelling cern-16089922021-04-21T22:18:19Zdoi:10.1007/978-1-4471-3856-3http://cds.cern.ch/record/1608992engBingham, Nicholas HKiesel, RüdigerRisk-neutral valuation: pricing and hedging of financial derivativesMathematical Physics and MathematicsSpringeroai:cds.cern.ch:16089922004
spellingShingle Mathematical Physics and Mathematics
Bingham, Nicholas H
Kiesel, Rüdiger
Risk-neutral valuation: pricing and hedging of financial derivatives
title Risk-neutral valuation: pricing and hedging of financial derivatives
title_full Risk-neutral valuation: pricing and hedging of financial derivatives
title_fullStr Risk-neutral valuation: pricing and hedging of financial derivatives
title_full_unstemmed Risk-neutral valuation: pricing and hedging of financial derivatives
title_short Risk-neutral valuation: pricing and hedging of financial derivatives
title_sort risk-neutral valuation: pricing and hedging of financial derivatives
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-1-4471-3856-3
http://cds.cern.ch/record/1608992
work_keys_str_mv AT binghamnicholash riskneutralvaluationpricingandhedgingoffinancialderivatives
AT kieselrudiger riskneutralvaluationpricingandhedgingoffinancialderivatives