Hopp til hovedinnhold

Klikk her for å se avvik og utvikling i leveransene våre (sist oppdatert 2. september)

Omslagsbilde

Model-free Hedging : A Martingale Optimal Transport Viewpoint

Henry-Labordere, Pierre

Chapman and Hall/CRC Financial Mathematics Series

|

Innbundet

I salg

Leveringstid: 7-30 dager

Handlinger

Beskrivelse

Omtale

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.

  • Utgivelsesdato:

    18.05.2017

  • ISBN/Varenr:

    9781138062238

  • Språk:

    , Engelsk

  • Forlag:

    CRC Press

  • Fagtema:

    Økonomi, finans, næringsliv og ledelse

  • Litteraturtype:

    Faglitteratur

  • Sider:

    190

  • Høyde:

    16.3 cm

  • Bredde:

    24.1 cm

Andre bøker i samme serie

Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance

Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance
Peng, Liang Zhang, Zhengjun
9781498768658 Chapman and Hall/CRC Financial Mathematics Series Innbundet
31.08.2030
Engelsk

Forventes utgitt
Handbook of Quantitative Sustainable Finance

Handbook of Quantitative Sustainable Finance
9781032627922 Chapman and Hall/CRC Financial Mathematics Series Innbundet
12.12.2025
Engelsk

Forventes utgitt
XVA Analysis : Probabilistic, Risk Measure, and Machine Learning Issues

XVA Analysis : Probabilistic, Risk Measure, and Machine Learning Issues
Crepey, Stephane
9781041014201 Chapman and Hall/CRC Financial Mathematics Series Innbundet
05.12.2025
Engelsk

Forventes utgitt
Quantitative Finance with Case Studies in Python : A Practical Guide to Investment Management, Trading and Financial Engineering

Quantitative Finance with Case Studies in Python : A Practical Guide to Investment Management, Trading and Financial Engineering
Kelliher, Chris
9781032868004 Chapman and Hall/CRC Financial Mathematics Series Innbundet
07.11.2025
Engelsk

Forventes utgitt
Risk Analysis in Finance and Insurance

Risk Analysis in Finance and Insurance
Melnikov, Alexander
9781032395111 Chapman and Hall/CRC Financial Mathematics Series Innbundet
04.09.2025
Engelsk

Forventes utgitt
Equity Release Finance

Equity Release Finance
Quaye, Enoch B. Tunaru, Radu S.
9781032371979 Chapman and Hall/CRC Financial Mathematics Series Innbundet
10.03.2025
Engelsk

Produseres på bestilling
Arbitrage and Rational Decisions

Arbitrage and Rational Decisions
Nau, Robert
9781032863511 Chapman and Hall/CRC Financial Mathematics Series Innbundet
31.01.2025
Engelsk

Produseres på bestilling
Malliavin Calculus in Finance : Theory and Practice

Malliavin Calculus in Finance : Theory and Practice
Lorite, David Garcia Alos, Elisa
9781032636306 Chapman and Hall/CRC Financial Mathematics Series Innbundet
23.12.2024
Engelsk

Produseres på bestilling
Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems

Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems
Reitano, Robert R.
9781032231167 Chapman and Hall/CRC Financial Mathematics Series Innbundet
12.11.2024
Engelsk

Produseres på bestilling
Data Science and Risk Analytics in Finance and Insurance

Data Science and Risk Analytics in Finance and Insurance
Xing, Haipeng Lai, Tze Leung
9781439839485 Chapman and Hall/CRC Financial Mathematics Series Innbundet
02.10.2024
Engelsk

Produseres på bestilling

Andre bøker av samme forfatter

Nonlinear Option Pricing

Nonlinear Option Pricing
Guyon, Julien Henry-Labordere, Pierre
9781032919393 Chapman and Hall/CRC Financial Mathematics Series Heftet
14.10.2024
Engelsk

Produseres på bestilling
Model-free Hedging : A Martingale Optimal Transport Viewpoint

Model-free Hedging : A Martingale Optimal Transport Viewpoint
Henry-Labordere, Pierre
9780367657963 Chapman and Hall/CRC Financial Mathematics Series Heftet
30.09.2020
Engelsk

Produseres på bestilling
Nonlinear Option Pricing

Nonlinear Option Pricing
Guyon, Julien Henry-Labordere, Pierre
9781466570337 Chapman and Hall/CRC Financial Mathematics Series Innbundet
19.12.2013
Engelsk

Produseres på bestilling
Analysis, Geometry, and Modeling in Finance : Advanced Methods in Option Pricing

Analysis, Geometry, and Modeling in Finance : Advanced Methods in Option Pricing
Henry-Labordere, Pierre
9781420086997 Chapman and Hall/CRC Financial Mathematics Series Innbundet
22.09.2008
Engelsk

Produseres på bestilling