Hedging Derivatives (English, Rheinlander Thorsten)
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About the Book
Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This volume provides a systematic treatment of hedging in incomplete markets. Mean-variance hedging under the risk-neutral measure is applied in the framework of exponential Lévy processes and for derivatives written on defaulta…
ISBN: 9789814338790
Book Specifications
| ISBN-13 | 9789814338790 |
| ISBN-10 | 9814338796 |
| Publisher | World Scientific Publishing Company |
| Category | World Scientific Publishing Company |
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