Thorsten (Technische Univ Wien, Austria) Rheinlander,
Jenny (Univ Of Manchester, Uk) Sexton
World Scientific Publishing Co Pte Ltd
e druk, 2011
9789814338790
Hedging Derivatives
Specificaties
Gebonden, 244 blz.
|
EN
World Scientific Publishing Co Pte Ltd |
2011
ISBN13: 9789814338790
Rubricering
Onderdeel van serie
Advanced Series on Statistical Science & Applied Probability
Levertijd ongeveer 16 werkdagen
Gratis verzonden
Samenvatting
Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This title provides a systematic treatment of hedging in incomplete markets.
Specificaties
ISBN13:9789814338790
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:244
Uitgever:World Scientific Publishing Co Pte Ltd