Hedging Derivatives.

Key Features:Unique focus on hedging and optimal martingale measuresIncludes new developments about static and dynamic hedging schemesTreatment of popular models for asset prices like exponential Lévy processes and stochastic volatility models.

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Year of publication:	2011
Authors:	Sexton, Jenny
Publisher:	Singapore : World Scientific Publishing Co Pte Ltd
Subject:	Derivat \| Derivative \| Hedging \| Unvollkommener Markt \| Incomplete market \| Stochastischer Prozess \| Stochastic process \| Martingal \| Martingale \| Entropie \| Entropy \| Theorie \| Theory \| Mathematisches Modell \| Derivat <Wertpapier> \| Bewertung
Description of contents:	Description [zbmath.org]

Extent:	1 online resource (244 pages)
Series:	Advanced Series on Statistical Science and Applied Probability Ser. ; v.15 Advanced series on statistical science and applied probability ; v. 15
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources.
ISBN:	978-981-4338-80-6 ; 978-981-4338-79-0
Classification:	Finanzwissenschaft
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012689402