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- Autorius: Bruno Bouchard
- Leidėjas: Springer
- Metai: 2016
- Puslapiai: 280
- ISBN-10: 3319389882
- ISBN-13: 9783319389882
- Formatas: 15.6 x 23.4 x 1.6 cm, minkšti viršeliai
- Kalba: Anglų
Fundamentals and Advanced Techniques in Derivatives Hedging (el. knyga) (skaityta knyga) | knygos.lt
Atsiliepimai
Aprašymas
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.
- Autorius: Bruno Bouchard
- Leidėjas: Springer
- Metai: 2016
- Puslapiai: 280
- ISBN-10: 3319389882
- ISBN-13: 9783319389882
- Formatas: 15.6 x 23.4 x 1.6 cm, minkšti viršeliai
- Kalba: Anglų
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.
Atsiliepimai