{"product_id":"9781852334581","title":"Springer Finance: Pricing and Hedging of Financial Derivatives","description":"\u003ch1\u003eSpringer Finance: Pricing and Hedging of Financial Derivatives\u003c\/h1\u003e \u003ch2\u003eBingham, Nicholas H.; Kiesel, Rüdiger\u003c\/h2\u003e \u003cp\u003eSince 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. \n \nFollowing 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. \n \nIn 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: \n \n·\tInfinite divisibility and Lévy processes \n·\tLévy-based models in incomplete markets \n \nFurther material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2004-06-16\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9781852334581\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-1-4471-3856-3\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 438\u003c\/p\u003e ","brand":"Springer London","offers":[{"title":"Default Title","offer_id":44481723465868,"sku":"9781852334581","price":89.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781852334581.jpg?v=1775734738","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781852334581","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}