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Financial Mathematics, Derivatives and Structured Products pp 145–160Cite as

Risk-Neutral Pricing Framework

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Abstract

The risk-neutral pricing framework is about the analysis and techniques for derivatives hedging and pricing.

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  • DOI: 10.1007/978-981-13-3696-6_13
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References

  1. Piterbarg, V.: Funding beyond discounting: collateral agreements and derivatives pricing, Risk.net (2010)

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  2. Shreve, S.E.: Stochastic Calculus for Finance II: Continuous-Time Models, 1st edn. Springer, New York (2004)

    MATH  Google Scholar 

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Authors and Affiliations

  1. City University of Hong Kong, Kowloon Tong, Hong Kong

    Raymond H. Chan

  2. BNP Paribas CIB, Central, Hong Kong

    Yves ZY. Guo

  3. The Chinese University of Hong Kong, Sha Tin, Hong Kong

    Spike T. Lee

  4. The Hong Kong Polytechnic University, Hung Hom, Hong Kong

    Xun Li

Authors
  1. Raymond H. Chan
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  2. Yves ZY. Guo
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  3. Spike T. Lee
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  4. Xun Li
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© 2019 Springer Nature Singapore Pte Ltd.

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Chan, R.H., Guo, Y.Z., Lee, S.T., Li, X. (2019). Risk-Neutral Pricing Framework. In: Financial Mathematics, Derivatives and Structured Products. Springer, Singapore. https://doi.org/10.1007/978-981-13-3696-6_13

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