Fr. 85.00

Pierre Henry-Labordere, Pierre (Societe Generale Henry-Labordere

Model-Free Hedging - A Martingale Optimal Transport Viewpoint

English · Paperback / Softback

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Description

Summary

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

Product details

Authors	Pierre Henry-Labordere, Pierre (Societe Generale Henry-Labordere
Publisher	Taylor & Francis Ltd.

Languages	English
Product format	Paperback / Softback
Released	30.09.2020

EAN	9780367657963
ISBN	978-0-367-65796-3
No. of pages	190
Series	Chapman and Hall/CRC Financial Mathematics Series
Subjects	Social sciences, law, business > Business > Economics Finance, MATHEMATICS / General, MATHEMATICS / Applied, Economic systems and structures, Economic systems & structures, Applied mathematics, Finance and the finance industry

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