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Springer Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance)

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Description

In this second edition of their popular text, the authors take into account recent developments in the field, and changes in their own thinking and teaching. 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.

Product Specifications

Format
paperback
Domain
Amazon UK
Publication Date
21 October 2010
Listed Since
20 September 2010

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