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RISK NEUTRAL VALUATIONBRINGHAM,NICHOLASwydawnictwo: SPRINGER, 2004, wydanie IIcena netto: This second edition - completely up to date with new exercises - provides a
comprehensive and self-contained treatment of the probabilistic theory behind the
risk-neutral valuation principle and its application to the pricing and hedging of
financial derivatives. On the probabilistic side, both discrete- and continuous-time
stochastic processes are treated, with special emphasis on martingale theory, stochastic
integration and change-of-measure techniques. Based on firm probabilistic foundations,
general properties of discrete- and continuous-time financial market models are discussed.
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