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Fundamentals and Advanced Techniques in Derivatives Hedging: 2016
Bruno Bouchard
€ 83.24
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Description for Fundamentals and Advanced Techniques in Derivatives Hedging: 2016
Paperback. Covering the theory of derivatives pricing and hedging and techniques in mathematical finance, this book starts with basics and moves to applications, presenting theoretical developments alongside exercises, with many practical examples. It includes concepts and mathematical tools that are usually found in separate monographs. Series: Universitext. Num Pages: 292 pages, biography. BIC Classification: KFFM; PBK; PBT; PBW. Category: (G) General (US: Trade). Dimension: 235 x 155 x 16. Weight in Grams: 450.
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 ... Read more
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 ... Read more
Product Details
Publisher
Springer International Publishing AG
Format
Paperback
Publication date
2016
Series
Universitext
Condition
New
Number of Pages
292
Place of Publication
Cham, Switzerland
ISBN
9783319389882
SKU
V9783319389882
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Bruno Bouchard
Bruno Bouchard is Professor of Mathematics at Universite Paris-Dauphine. He is a renowned specialist in mathematical finance and stochastic control. He has been teaching arbitrage theory, option hedging techniques and stochastic control for more than ten years at French universities and engineering schools. Jean-Francois Chassagneux is a professor at the Department of Mathematics at Universite Paris Diderot. He ... Read more
Reviews for Fundamentals and Advanced Techniques in Derivatives Hedging: 2016
The book is intended for Master's and young Ph.D. students, the authors try to present the main aspects of arbitrage theory in a self-contained way based on Kabanov and Stricker's results. ... The book presents a variety of problems, aspects and techniques of modern mathematics of finance. An additional value of the book is the nontrivial problems which are added ... Read more