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Record Nr. |
UNICAMPANIAVAN00114788 |
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Autore |
Bouchard, Bruno |
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Titolo |
Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux |
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Pubbl/distr/stampa |
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Titolo uniforme |
Valorisation des produits dérivés |
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Descrizione fisica |
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XII, 280 p. : ill. ; 24 cm |
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Altri autori (Persone) |
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Chassagneux, Jean-François |
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Soggetti |
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49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] |
91G10 - Portfolio theory [MSC 2020] |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
91G80 - Financial applications of other theories [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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