{"product_id":"fundamentals-and-advanced-techniques-in-bruno-bouchard-9783319389882","title":"Fundamentals and Advanced Techniques in Derivatives Hedging","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Bruno Bouchard, Jean-François Chassagneux\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3319389882\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783319389882\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 07\/01\/2016\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 280\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.91lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.62d","brand":"Bruno Bouchard","offers":[{"title":"Paperback","offer_id":45896968208639,"sku":"9783319389882","price":69.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_e01ef48b-8ea5-4a35-9bd8-93541307f175.jpg?v=1721372820","url":"https:\/\/www.whiterainbookhouse.com\/products\/fundamentals-and-advanced-techniques-in-bruno-bouchard-9783319389882","provider":"WR Book House","version":"1.0","type":"link"}