Model-free Hedging (Hardcover)
 
作者: Pierre Henry-Labordere 
分類: Investment & securities ,
Applied mathematics  
書城編號: 1473180


售價: $1190.00

購買後立即進貨, 約需 18-25 天

 
 
出版社: Taylor & Francis
出版日期: 2017/05/15
尺寸: 235x156x21mm
重量: 431 grams
ISBN: 9781138062238
 
>> 相關電子書

商品簡介


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.

Pierre Henry-Labordere 作者作品表

eBook: Model-free Hedging: A Martingale Optimal Transport Viewpoint (DRM EPUB)

eBook: Model-free Hedging: A Martingale Optimal Transport Viewpoint (DRM PDF)

Model-free Hedging (Hardcover)

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing (Hardcover)

eBook: Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing (DRM PDF)

* 以上資料僅供參考之用, 香港書城並不保證以上資料的準確性及完整性。
* 如送貨地址在香港以外, 當書籍/產品入口時, 顧客須自行繳付入口關稅和其他入口銷售稅項。

 

 

 

  我的賬戶 |  購物車 |  出版社 |  團購優惠
加入供應商 |  廣告刊登 |  公司簡介 |  條款及細則

香港書城 版權所有 私隱政策聲明

顯示模式: 電腦版 (改為: 手機版)