Hedging derivatives
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....
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| Format: | Electronic |
| Language: | English |
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Singapore ; Hackensack, N.J. :
World Scientific Pub. Co.,
c2011.
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| Online Access: | View fulltext via EzAccess |