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