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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Derivative Background
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Chapter 2
Probability Background
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Chapter 3
Stochastic Processes in Discrete Time
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Chapter 4
Mathematical Finance in Discrete Time
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Chapter 5
Stochastic Processes in Continuous Time
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Chapter 6
Mathematical Finance in Continuous Time
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Chapter 7
Incomplete Markets
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Chapter 8
Interest Rate Theory
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Chapter 9
Hilbert Space
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Chapter 10
Projections and Conditional Expectations
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Chapter 11
The Separating Hyperplane Theorem
Overall attention for this book and its chapters
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Mentioned by
syllabi
7
institutions with syllabi
q&a
1
Q&A thread
Citations
dimensions_citation
67
Dimensions
Book overview
1. Derivative Background
2. Probability Background
3. Stochastic Processes in Discrete Time
4. Mathematical Finance in Discrete Time
5. Stochastic Processes in Continuous Time
6. Mathematical Finance in Continuous Time
7. Incomplete Markets
8. Interest Rate Theory
9. Hilbert Space
10. Projections and Conditional Expectations
11. The Separating Hyperplane Theorem
Summary
Syllabi
Q&A
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
24
syllabi from
7
institutions on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
Brunel University Uxbridge
7
Business
University of Nottingham
6
Business
City University
5
Business
University of Sheffield
2
Business
King's College London, University of London
1
Unknown
London School of Economics and Political Science, University of London
1
Business, History, Law, Economics, Anthropology, Politics
Unknown
2
Unknown