Pricing and Hedging Derivative Securities in Incomplete Markets

Pricing and Hedging Derivative Securities in Incomplete Markets
Author: Dimitris Bertsimas
Publisher:
Total Pages: 80
Release: 1997
Genre: Arbitrage
ISBN:


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Pricing and Hedging Derivative Securities in Incomplete Markets
Language: en
Pages: 80
Authors: Dimitris Bertsimas
Categories: Arbitrage
Type: BOOK - Published: 1997 - Publisher:

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Pricing and Hedging Derivative Securities in Incomplete Markets: an EE-arbitrage Approach
Language: en
Pages:
Authors: Dimitris Bertsimas
Categories:
Type: BOOK - Published: 1997 - Publisher:

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Pricing and Hedging Derivative Securities in Incomplete Markets
Language: en
Pages: 0
Authors: Dimitris Bertsimas
Categories:
Type: BOOK - Published: 1997 - Publisher:

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Given a European derivative security with an arbitrary payoff function and a corresponding set of" underlying securities on which the derivative security is bas
Pricing and Hedging Derivative Securities in Incomplete Markets
Language: en
Pages: 0
Authors: Dimitris Bertsimas
Categories:
Type: BOOK - Published: 1997 - Publisher:

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Given a European derivative security with an arbitrary payoff function and a corresponding set of" underlying securities on which the derivative security is bas
Pricing and Hedging Financial Derivatives
Language: en
Pages: 277
Authors: Leonardo Marroni
Categories: Business & Economics
Type: BOOK - Published: 2014-06-19 - Publisher: John Wiley & Sons

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The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and