Fundamentals and advanced techniques in derivatives hedging
Auteur :
Bouchard, Bruno / Chassagneux, Jean-François
Éditeur :
Springer International Publishing AG
ISBN :
9783319389882
Date de publication :
1 juil. 2016
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
Covering the theory of derivatives pricing and hedging and techniques in mathematical finance, this book starts with basics and moves to applications, presenting theoretical developments alongside exercises, with many practical examples. It includes concepts and mathematical tools that are usually found in separate monographs.