Show simple item record

dc.contributor.authorBouchard, Bruno
dc.contributor.authorChassagneux, Jean-François
dc.date.accessioned2016-10-24T09:25:14Z
dc.date.available2016-10-24T09:25:14Z
dc.date.issued2016
dc.identifier.isbn978-3-319-38988-2
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/15889
dc.language.isoenen
dc.subjectMathematical Finance
dc.subjectRisk control
dc.subjectProbability.
dc.subject.ddc519en
dc.subject.classificationjelG.G1.G13en
dc.titleFundamentals and Advanced Techniques in Derivatives Hedging
dc.typeOuvrage
dc.contributor.editoruniversityotherUniversité Paris Diderot
dc.description.abstractenThis 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.
dc.publisher.cityBerlinen
dc.identifier.citationpages280
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershipnon-recherche
dc.description.audienceInternational
dc.date.updated2017-03-09T13:48:17Z
hal.person.labIds60
hal.person.labIds229904
hal.identifierhal-01386489*


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record