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Hedging Derivatives

Usually dispatched within 3 - 5 business days.

In Stock (849)

£ 93.60

Description

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.

Book Details
EAN:
9789814338790
Binding:
Hardback
Dimensions(mm):
230 x 158 x 19
Publication Date:
2011-05-26
Publication Country:
Singapore