Name: Fundamentals and Advanced Techniques in Derivatives Hedging (Universitext) (en Inglés)
Price: 1462.18 MXN
Availability: InStock
Author: Bruno Bouchard
ISBN: 9783319389882

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portada Fundamentals and Advanced Techniques in Derivatives Hedging (Universitext) (en Inglés)

Formato

Libro Físico

Editorial

Springer

Autor

Bruno Bouchard

Año

2016

Idioma

Inglés

N° páginas

292

Encuadernación

Tapa Blanda

ISBN13

9783319389882

N° edición

Categorías

Matemáticas aplicadas

Fundamentals and Advanced Techniques in Derivatives Hedging (Universitext) (en Inglés)

Bruno Bouchard (Autor) · Springer · Tapa Blanda

Libro Físico

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Origen: Reino Unido (Costos de importación incluídos en el precio)

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Reseña del libro "Fundamentals and Advanced Techniques in Derivatives Hedging (Universitext) (en Inglés)"

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 the theory of viscosity solutions, as well as the recent theory of stochastic targets and its use in risk management, making it the first textbook covering this topic.Graduate students in applied mathematics with an understanding of probability theory and stochastic calculus will find this book useful to gain a deeper understanding of fundamental concepts and methods in mathematical finance.