Fundamentals and advanced techniques in derivatives hedging
Alternative title: | Valorisation des produits dérivés |
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Year of publication: |
[2016]
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Authors: | Bouchard, Bruno ; Chassagneux, Jean-François |
Publisher: |
Switzerland : Springer |
Subject: | Derivat | Derivative | Hedging | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Finanzmathematik | Derivat <Wertpapier> | Preisbildung |
Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
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Pricing of derivatives on mean-reverting assets
Lutz, Björn, (2010)
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Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre, (2000)
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Pricing of Derivatives on Mean-Reverting Assets
Lutz, Björn, (2010)
- More ...
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A backward dual representation for the quantile hedging of Bermudan options
Bouchard, Bruno, (2014)
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Discrete-time approximation for continuously and discretely reflected BSDEs
Bouchard, Bruno, (2008)
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When terminal facelift enforces delta constraints
Chassagneux, Jean-François, (2015)
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