Bouchard Fundamentals and Advanced Techniques in Derivatives Hedging 9783319389882

Варианты приобретения

Цена: 41920.00T
Кол-во:
Наличие: Поставка под заказ. Есть в наличии на складе поставщика.
Склад Америка: 265 шт.
При оформлении заказа до: 2025-07-28
Ориентировочная дата поставки: Август-начало Сентября
При условии наличия книги у поставщика.

Добавить в корзину

в Мои желания

Автор: Bouchard
Название: Fundamentals and Advanced Techniques in Derivatives Hedging
ISBN: 9783319389882
Издательство: Springer
Классификация:

Финансы и отчётность

Финансы

Инвестиции и ценные бумаги

Основы высшей математики и математический анализ

Вероятность и статистика

Прикладная математика

ISBN-10: 3319389882
Обложка/Формат: Paperback
Страницы: 280
Вес: 0.45 кг.
Дата издания: 2016
Серия: Universitext
Язык: English
Иллюстрации: XII, 280 p.
Размер: 157 x 234 x 14
Читательская аудитория: Graduate/advanced undergraduate textbook
Основная тема: Mathematics
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание:

This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to applications, and present theoretical developments alongside various exercises, providing many examples of practical interest.

A large spectrum of concepts and mathematical tools that are usually found in separate monographs are presented here. In addition to the no-arbitrage theory in full generality, this book also explores models and practical hedging and pricing issues. Fundamentals and Advanced Techniques in Derivatives Hedging further introduces advanced methods in probability and analysis, including Malliavin calculus and the theory of viscosity solutions, as well as the recent theory of stochastic targets and its use in risk management, making it the first textbook covering this topic.

Graduate students in applied mathematics with an understanding of probability theory and stochastic calculus will find this book useful to gain a deeper understanding of fundamental concepts and methods in mathematical finance.

Дополнительное описание:

Part A. Fundamental theorems.- Discrete time models.- Continuous time models.- Optimal management and price selection.- Part B. Markovian models and PDE approach.- Delta hedging in complete market.- Super-replication and its practical limits.- Hedgin

Fundamentals and Advanced Techniques in Derivatives Hedging, Bouchard