Fundamentals and Advanced Techniques in Derivatives Hedging
1st ed. 2016
Book Details
Format
Paperback / Softback
Book Series
Universitext
ISBN-10
3319389882
ISBN-13
9783319389882
Edition
1st ed. 2016
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
CH
Country of Publication
GB
Publication Date
Jul 1st, 2016
Print length
280 Pages
Weight
466 grams
Dimensions
15.70 x 23.40 x 1.40 cms
Ksh 9,900.00
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Covering the theory of derivatives pricing and hedging and techniques in mathematical finance, this book starts with basics and moves to applications, presenting theoretical developments alongside exercises, with many practical examples. It includes concepts and mathematical tools that are usually found in separate monographs.
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.
Get Fundamentals and Advanced Techniques in Derivatives Hedging by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer International Publishing AG and it has pages.
