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Hedging derivatives /

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 volume provides a systematic treatment of hedging in incomplete markets....

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Rheinländer, Thorsten
Otros Autores: Sexton, Jenny
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New Jersey : World Scientific, 2011.
Colección:Advanced series on statistical science & applied probability ; v. 15.
Temas:
Acceso en línea:Texto completo