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Model-free Hedging: A Martingale Optimal Transport Viewpoint - Chapman and Hall / CRC Financial Mathematics Series Henry-Labordere, Pierre (Societe Generale, Paris, France) 1.º edición
Model-free Hedging: A Martingale Optimal Transport Viewpoint - Chapman and Hall / CRC Financial Mathematics Series
Henry-Labordere, Pierre (Societe Generale, Paris, France)
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 transpo
190 pages
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 30 de septiembre de 2020 |
| ISBN13 | 9780367657963 |
| Editores | Taylor & Francis Ltd |
| Páginas | 190 |
| Dimensiones | 232 × 156 × 25 mm · 322 g |
| Lengua | Inglés |