02270nam0 2200493 i 450 VAN0011478820240806100752.510N978-3-319-38990-520180212d2016 |0itac50 baengCH|||| |||||Fundamentals and advanced techniques in derivatives hedgingBruno Bouchard, Jean-François Chassagneux[Cham]Springer2016XII, 280 p.ill.24 cm001VAN000245062001 Universitext210 Berlin [etc]Springer1930-VAN00242387Valorisation des produits dérivés278515849L25Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]VANC021312MF60H07Stochastic calculus of variations and the Malliavin calculus [MSC 2020]VANC020014MF91G10Portfolio theory [MSC 2020]VANC031365MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF91G80Financial applications of other theories [MSC 2020]VANC031013MFAbsence of arbitrageKW:KDerivative pricingKW:KMathematical FinanceKW:KOptionKW:KPartial Differential EquationsKW:KPortfolio managementKW:KQuantitative FinanceKW:KRisk managementKW:KStochastic ControlsKW:KStochastic targetsKW:KCHChamVANL001889BouchardBrunoVANV088804755919ChassagneuxJean-FrançoisVANV088805755920Springer <editore>VANV108073650ITSOL20250411RICAhttp://dx.doi.org/10.1007/978-3-319-38990-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN00114788BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2268 15EB 2268 20180212 Valorisation des produits dérivés2785158UNICAMPANIA