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Model-free Hedging - A Martingale Optimal Transport Viewpoint (Paperback) Loot Price: R1,617

Discovery Miles 16 170

Repayment Terms: R152 pm x 12*

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Model-free Hedging - A Martingale Optimal Transport Viewpoint (Paperback): Pierre Henry-Labordere

Model-free Hedging - A Martingale Optimal Transport Viewpoint (Paperback)

Pierre Henry-Labordere

Series: Chapman and Hall/CRC Financial Mathematics Series

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Loot Price R1,617 Discovery Miles 16 170 | Repayment Terms: R152 pm x 12*

Expected to ship within 12 - 19 working days

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Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options. The author gives an overview of Martingale Optimal Transport, highlighting the differences between the optimal transport and its martingale counterpart. This topic is then discussed in the context of mathematical finance.

General

Imprint:	Crc Press
Country of origin:	United Kingdom
Series:	Chapman and Hall/CRC Financial Mathematics Series
Release date:	September 2020
First published:	2017
Authors:	Pierre Henry-Labordere
Dimensions:	234 x 156 x 25mm (L x W x T)
Format:	Paperback
Pages:	190
ISBN-13:	978-0-367-65796-3
Categories:	Books > Business & Economics > Economics > Economic systems > General Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Money & Finance > General Promotions
LSN:	0-367-65796-1
Barcode:	9780367657963