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Model-Free Hedging
A Martingale Optimal Transport Viewpoint
language: english
Publisher:
TAYLOR & FRANCIS LTD, September of 2020 ‧
see product details
71,64€
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SYNOPSIS
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 transpo
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780367657963 |
| Publisher: | TAYLOR & FRANCIS LTD |
| Release Date: | September of 2020 |
| Language: | English |
| Dimensions: | 232 x 156 x 25 mm |
| Cover: | Softcover |
| Pages: | 190 |
| Format: | Book |
| Collection: | Chapman And Hall/Crc Financial Mathematics Series |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
Books in English > Others |
| EAN: | 9780367657963 |
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