| 書目名稱 | Fundamentals and Advanced Techniques in Derivatives Hedging |
| 編輯 | Bruno Bouchard,Jean-Fran?ois Chassagneux |
| 視頻video | http://file.papertrans.cn/351/350086/350086.mp4 |
| 概述 | Presents the various mathematical techniques used in mathematical finance in a single volume.Treats both theoretical aspects and practical applications.Includes a chapter on stochastic targets and ris |
| 叢書名稱 | Universitext |
| 圖書封面 |  |
| 描述 | 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.. |
| 出版日期 | Textbook 2016 |
| 關(guān)鍵詞 | mathematical finance; absence of arbitrage; derivative pricing; option; portfolio management; risk manage |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-38990-5 |
| isbn_softcover | 978-3-319-38988-2 |
| isbn_ebook | 978-3-319-38990-5Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
| issn_series | 0172-5939 |
| copyright | Springer International Publishing Switzerland 2016 |
|Archiver|手機版|小黑屋|
派博傳思國際
( 京公網(wǎng)安備110108008328)
GMT+8, 2025-10-12 17:51
發(fā)表于 2025-3-21 18:20:13
