Økonomiske systemer og strukturer
Se alle bogdetaljer →
Model-free Hedging
A Martingale Optimal Transport Viewpoint
Udgivet af Taylor & Francis Ltd
ISBN
9780367657963
Om denne bog
Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options. The author gives an overview of Martingale Optimal Transport, highlighting the differences between the optim…
Boghandelspriser
| Boghandel | Titel | Format | ISBN | Pris | Lagerstatus | Levering | |
|---|---|---|---|---|---|---|---|
Ingen boghandelstilbud endnuVi har titlen i kataloget. Priser vises her, når boghandlere lister den. |
|||||||
5
0
4
0
3
0
2
0
1
0
0%
Anbefaler
0
Verificeret
Ingen anmeldelser endnu
Bogdetaljer
Forfatter
Pierre Henry-Labordere
Forlag
Taylor & Francis Ltd
Kategori
Økonomiske systemer og strukturer
ISBN-13
9780367657963
EAN
9780367657963
Format
Hæftet
Sprog
Engelsk
sider
190
Undertitel
- A Martingale Optimal Transport Viewpoint
Produktbeskrivelse
Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options. The author gives an overview of Martingale Optimal Transport, highlighting the differences between the optimal transport and its martingale counterpart. This topic is then discussed in the context of mathematical finance.
Prishistorik
Indlæser prishistorik...