Hedging derivatives
Auteur :
Rheinlander, Thorsten / Sexton, Jenny
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814338790
Date de publication :
26 mai 2011
Langue :
Anglais
Pays d'origine :
Singapour
Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This title provides a systematic treatment of hedging in incomplete markets.