Fundamentals and Advanced Techniques in Derivatives Hedging by Bouchard, Bruno

Fundamentals and Advanced Techniques in Derivatives Hedging (Paperback) (ISBN-13: 9783319389882)

Vendor: Bruno Bouchard
Product type: Books
Format: Paperback
$69.99
$69.99
$69.99
Subtotal: $69.99
Fundamentals and Advanced Techniques in Derivatives Hedging by Bouchard, Bruno

Fundamentals and Advanced Techniques in Derivatives Hedging

$69.99
Fundamentals and Advanced Techniques in Derivatives Hedging by Bouchard, Bruno

Fundamentals and Advanced Techniques in Derivatives Hedging

$69.99
Format: Paperback
Description
Description
x
Part A. Fundamental theorems.- Discrete time models.- Continuous time models.- Optimal management and price selection.- Part B. Markovian models and PDE approach.- Delta hedging in complete market.- Super-replication and its practical limits.- Hedging under loss contraints.- Part C. Practical implementation in local and stochastic volatility models.- Local volatility models.- Stochastic volatility models.- References.

Author: Bruno Bouchard, Jean-François Chassagneux
ISBN-10: 3319389882
ISBN-13: 9783319389882
Publisher: Springer
Language: English
Published: 07/01/2016
Pages: 280
Format: Paperback
Weight: 0.91lbs
Size: 9.21h x 6.14w x 0.62d
By Bruno Bouchard
By Bruno Bouchard
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Bruno Bouchard is Professor of Mathematics at Université Paris-Dauphine. He is a renowned specialist in mathematical finance and stochastic control. He has been teaching arbitrage theory, option hedging techniques and stochastic control for more than ten years at French universities and engineering schools.
Jean-François Chassagneux is a professor at the Department of Mathematics at Université Paris Diderot. He specialises in non-linear pricing methods and associated numerical techniques. He has been teaching mathematical finance for many years at several institutions: Ecole Nationale de la Statistique et de l'Administration Economique, Université d'Evry, Imperial College London and Université Paris Diderot.

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