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Hedging Derivatives - Advanced Series on Statistical Science & Applied Probability Rheinlander, Thorsten (Technische Univ Wien, Austria)
Hedging Derivatives - Advanced Series on Statistical Science & Applied Probability
Rheinlander, Thorsten (Technische Univ Wien, Austria)
Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This title provides a systematic treatment of hedging in incomplete markets.
250 pages, Illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 26, 2011 |
| ISBN13 | 9789814338790 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 244 |
| Dimensions | 158 × 230 × 19 mm · 592 g |