• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Fundamentals and Advanced Techniques in Derivatives Hedging

Fundamentals and Advanced Techniques in Derivatives Hedging

Paperback

Series: Universitext

General MathematicsProbability & Statistics

ISBN10: 3319389882
ISBN13: 9783319389882
Publisher: Springer Nature
Published: Jul 1 2016
Pages: 280
Weight: 0.91
Height: 0.62 Width: 6.14 Depth: 9.21
Language: English
Part A. Fundamental theorems.- Discrete time models.- Continuous time models.- Optimal management and price selection.- Part B. Markovian models and PDE approach.- Delta hedging in complete market.- Super-replication and its practical limits.- Hedging under loss contraints.- Part C. Practical implementation in local and stochastic volatility models.- Local volatility models.- Stochastic volatility models.- References.

Also in

General Mathematics