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Fundamentals and Advanced Techniques in Derivatives Hedging

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...

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Main Authors: Bouchard, Bruno. (Author, http://id.loc.gov/vocabulary/relators/aut), Chassagneux, Jean-François. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:Universitext,
Subjects:
Economics, Mathematical .
Probabilities.
Partial differential equations.
Calculus of variations.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Partial Differential Equations.
Calculus of Variations and Optimal Control; Optimization.
Online Access:https://doi.org/10.1007/978-3-319-38990-5

Internet

https://doi.org/10.1007/978-3-319-38990-5

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