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Viser: Fundamentals and Advanced Techniques in Derivatives Hedging

Fundamentals and Advanced Techniques in Derivatives Hedging
Søgbar e-bog

Fundamentals and Advanced Techniques in Derivatives Hedging Vital Source e-bog

Bruno Bouchard og Jean-François Chassagneux
(2016)
Springer Nature
271,00 kr.
Leveres umiddelbart efter køb
Fundamentals and Advanced Techniques in Derivatives Hedging

Fundamentals and Advanced Techniques in Derivatives Hedging Vital Source e-bog

Bruno Bouchard og Jean-François Chassagneux
(2016)
Springer Nature
135,00 kr.
Leveres umiddelbart efter køb
Fundamentals and Advanced Techniques in Derivatives Hedging

Fundamentals and Advanced Techniques in Derivatives Hedging Vital Source e-bog

Bruno Bouchard og Jean-François Chassagneux
(2016)
Springer Nature
176,00 kr.
Leveres umiddelbart efter køb
Fundamentals and Advanced Techniques in Derivatives Hedging, 1. udgave

Fundamentals and Advanced Techniques in Derivatives Hedging

Bruno Bouchard og Jean-François Chassagneux
(2016)
Sprog: Engelsk
Springer International Publishing AG
361,00 kr.
Print on demand. Leveringstid vil være ca 2-3 uger.

Detaljer om varen

  • Vital Source searchable e-book (Reflowable pages)
  • Udgiver: Springer Nature (Juni 2016)
  • Forfattere: Bruno Bouchard og Jean-François Chassagneux
  • ISBN: 9783319389905
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 of practical interest. A large spectrum of concepts and mathematical tools that are usually found in separate monographs are presented here. In addition to the no-arbitrage theory in full generality, this book also explores models and practical hedging and pricing issues. Fundamentals and Advanced Techniques in Derivatives Hedging further introduces advanced methods in probability and analysis, including Malliavin calculus and the theory of viscosity solutions, as well as the recent theory of stochastic targets and its use in risk management, making it the first textbook covering this topic. Graduate students in applied mathematics with an understanding of probability theory and stochastic calculus will find this book useful to gain a deeper understanding of fundamental concepts and methods in mathematical finance.
Licens varighed:
Bookshelf online: 5 år fra købsdato.
Bookshelf appen: ubegrænset dage fra købsdato.

Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)

Detaljer om varen

  • Vital Source 90 day rentals (dynamic pages)
  • Udgiver: Springer Nature (Juni 2016)
  • Forfattere: Bruno Bouchard og Jean-François Chassagneux
  • ISBN: 9783319389905R90
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 of practical interest. A large spectrum of concepts and mathematical tools that are usually found in separate monographs are presented here. In addition to the no-arbitrage theory in full generality, this book also explores models and practical hedging and pricing issues. Fundamentals and Advanced Techniques in Derivatives Hedging further introduces advanced methods in probability and analysis, including Malliavin calculus and the theory of viscosity solutions, as well as the recent theory of stochastic targets and its use in risk management, making it the first textbook covering this topic. Graduate students in applied mathematics with an understanding of probability theory and stochastic calculus will find this book useful to gain a deeper understanding of fundamental concepts and methods in mathematical finance.
Licens varighed:
Bookshelf online: 90 dage fra købsdato.
Bookshelf appen: 90 dage fra købsdato.

Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)

Detaljer om varen

  • Vital Source 180 day rentals (dynamic pages)
  • Udgiver: Springer Nature (Juni 2016)
  • Forfattere: Bruno Bouchard og Jean-François Chassagneux
  • ISBN: 9783319389905R180
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 of practical interest. A large spectrum of concepts and mathematical tools that are usually found in separate monographs are presented here. In addition to the no-arbitrage theory in full generality, this book also explores models and practical hedging and pricing issues. Fundamentals and Advanced Techniques in Derivatives Hedging further introduces advanced methods in probability and analysis, including Malliavin calculus and the theory of viscosity solutions, as well as the recent theory of stochastic targets and its use in risk management, making it the first textbook covering this topic. Graduate students in applied mathematics with an understanding of probability theory and stochastic calculus will find this book useful to gain a deeper understanding of fundamental concepts and methods in mathematical finance.
Licens varighed:
Bookshelf online: 180 dage fra købsdato.
Bookshelf appen: 180 dage fra købsdato.

Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)

Detaljer om varen

  • 1. Udgave
  • Paperback: 280 sider
  • Udgiver: Springer International Publishing AG (Juli 2016)
  • Forfattere: Bruno Bouchard og Jean-François Chassagneux
  • ISBN: 9783319389882
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 of practical interest. A large spectrum of concepts and mathematical tools that are usually found in separate monographs are presented here. In addition to the no-arbitrage theory in full generality, this book also explores models and practical hedging and pricing issues. Fundamentals and Advanced Techniques in Derivatives Hedging further introduces advanced methods in probability and analysis, including Malliavin calculus and the theory of viscosity solutions, as well as the recent theory of stochastic targets and its use in risk management, making it the first textbook covering this topic. Graduate students in applied mathematics with an understanding of probability theory and stochastic calculus will find this book useful to gain a deeper understanding of fundamental concepts and methods in mathematical finance.

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.
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