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Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux
| Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux |
| Autore | Bouchard, Bruno |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XII, 280 p. : ill. ; 24 cm |
| Altri autori (Persone) | Chassagneux, Jean-François |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Absence of arbitrage
Derivative pricing Mathematical Finance Option Partial differential equations Portfolio management Quantitative Finance Risk management Stochastic Controls Stochastic targets |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114788 |
Bouchard, Bruno
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux
| Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux |
| Autore | Bouchard, Bruno |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XII, 280 p., : ill. ; 24 cm |
| Descrizione fisica | Translation from the french language edition: Valorisation des produits dérivés |
| Altri autori (Persone) | Chassagneux, Jean-François |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114788 |
|
Bouchard, Bruno
|
||
| XII, 280 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||