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....
Cote: | Libro Electrónico |
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Auteur principal: | |
Autres auteurs: | |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
New Jersey :
World Scientific,
2011.
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Collection: | Advanced series on statistical science & applied probability ;
v. 15. |
Sujets: | |
Accès en ligne: | Texto completo |