Pricing, hedging, and designing derivatives with risk measures
Pauline Barrieu; Nicole El Karoui
| Year of publication: |
2009
|
|---|---|
| Authors: | Barrieu, Pauline ; El Karoui, Nicole |
| Published in: |
Indifference pricing : theory and applications. - Princeton, N.J. : Princeton Univ. Press, ISBN 978-0-691-13883-1. - 2009, p. 77-146
|
| Subject: | Hedging | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Risikomaß | Risk measure | Risiko | Risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003807579