Model-free Hedging Model-free Hedging
Chapman and Hall/CRC Financial Mathematics Series

Model-free Hedging

A Martingale Optimal Transport Viewpoint

    • $69.99
    • $69.99

Publisher Description

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 transport and its martingale counterpart. This topic is then discussed in the context of mathematical finance.

GENRE
Business & Personal Finance
RELEASED
2017
May 25
LANGUAGE
EN
English
LENGTH
204
Pages
PUBLISHER
CRC Press
SELLER
Taylor & Francis Group
SIZE
10
MB
Dynamic Markov Bridges and Market Microstructure Dynamic Markov Bridges and Market Microstructure
2018
Introduction to Stochastic Finance Introduction to Stochastic Finance
2018
Stochastic Processes and Financial Mathematics Stochastic Processes and Financial Mathematics
2023
Mathematical Finance Mathematical Finance
2019
Mathematics of Financial Markets Mathematics of Financial Markets
2006
Inhomogeneous Random Evolutions and Their Applications Inhomogeneous Random Evolutions and Their Applications
2019
Nonlinear Option Pricing Nonlinear Option Pricing
2013
Analysis, Geometry, and Modeling in Finance Analysis, Geometry, and Modeling in Finance
2008
Quantitative Finance with Python Quantitative Finance with Python
2022
Machine Learning for Factor Investing: R Version Machine Learning for Factor Investing: R Version
2020
An Introduction to Financial Mathematics An Introduction to Financial Mathematics
2019
Handbook of Price Impact Modeling Handbook of Price Impact Modeling
2023
Financial Modelling in Commodity Markets Financial Modelling in Commodity Markets
2020
Modeling Fixed Income Securities and Interest Rate Options Modeling Fixed Income Securities and Interest Rate Options
2019