Fundamentals and advanced techniques...
Bouchard, Bruno.

FindBook      Google Book      Amazon      博客來     
  • Fundamentals and advanced techniques in derivatives hedging
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Fundamentals and advanced techniques in derivatives hedging/ by Bruno Bouchard, Jean-Francois Chassagneux.
    作者: Bouchard, Bruno.
    其他作者: Chassagneux, Jean-Francois.
    出版者: Cham :Springer International Publishing : : 2016.,
    面頁冊數: xii, 280 p. :ill., digital ;24 cm.
    內容註: 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 -- Hedging under loss contraints -- Part C. Practical implementation in local and stochastic volatility models -- Local volatility models -- Stochastic volatility models -- References.
    Contained By: Springer eBooks
    標題: Business mathematics. -
    電子資源: http://dx.doi.org/10.1007/978-3-319-38990-5
    ISBN: 9783319389905
館藏地:  出版年:  卷號: 
館藏
  • 1 筆 • 頁數 1 •
 
W9282446 電子資源 11.線上閱覽_V 電子書 EB HF5691 .B752 2016 一般使用(Normal) 在架 0
  • 1 筆 • 頁數 1 •
多媒體
評論
Export
取書館
 
 
變更密碼
登入