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Model-free Hedging - A Martingale Optimal Transport Viewpoint (Hardcover) Loot Price: R1,930
Discovery Miles 19 300
Model-free Hedging - A Martingale Optimal Transport Viewpoint (Hardcover): Pierre Henry-Labordere

Model-free Hedging - A Martingale Optimal Transport Viewpoint (Hardcover)

Pierre Henry-Labordere

Series: Chapman & Hall/CRC Financial Mathematics Series

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Loot Price R1,930 Discovery Miles 19 300 | Repayment Terms: R176 pm x 12*

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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.

General

Imprint: Crc Press
Country of origin: United Kingdom
Series: Chapman & Hall/CRC Financial Mathematics Series
Release date: May 2017
First published: 2017
Authors: Pierre Henry-Labordere
Dimensions: 234 x 156 x 17mm (L x W x T)
Format: Hardcover
Pages: 190
ISBN-13: 978-1-138-06223-8
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > General
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
LSN: 1-138-06223-5
Barcode: 9781138062238

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