Fundamentals and Advanced Techniques in Derivatives Hedging (Paperback, 1st ed. 2016)

This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to applications, and present theoretical developments alongside various exercises, providing many examples of practical interest.A large spectrum of concepts and mathematical tools that are usually found in separate monographs are presented here. In addition to the no-arbitrage theory in full generality, this book also explores models and practical hedging and pricing issues. Fundamentals and Advanced Techniques in Derivatives Hedging further introduces advanced methods in probability and analysis, including Malliavin calculus and the theory of viscosity solutions, as well as the recent theory of stochastic targets and its use in risk management, making it the first textbook covering this topic. Graduate students in applied mathematics with an understanding of probability theory and stochastic calculus will find this book useful to gain a deeper understanding of fundamental concepts and methods in mathematical finance.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Universitext
Release date:	June 2016
First published:	2016
Authors:	Bruno Bouchard • Jean-Francois Chassagneux
Dimensions:	235 x 155 x 14mm (L x W x T)
Format:	Paperback
Pages:	280
Edition:	1st ed. 2016
ISBN-13:	978-3-319-38988-2
Languages:	English
Subtitles:	French
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Investment & securities > General Promotions
LSN:	3-319-38988-2
Barcode:	9783319389882

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