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Model-Free Hedging
A Martingale Optimal Transport Viewpoint
idioma: inglês
Editor:
TAYLOR & FRANCIS LTD, setembro de 2020 ‧
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71,64€
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SINOPSE
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
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9780367657963 |
| Editor: | TAYLOR & FRANCIS LTD |
| Data de Lançamento: | setembro de 2020 |
| Idioma: | Inglês |
| Dimensões: | 232 x 156 x 25 mm |
| Encadernação: | Capa mole |
| Páginas: | 190 |
| Tipo de produto: | Livro |
| Coleção: | Chapman And Hall/Crc Financial Mathematics Series |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
Livros em Inglês > Outros |
| EAN: | 9780367657963 |
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