Hedging Derivatives (English, Rheinlander Thorsten)
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Book Details
Publisher
World Scientific Publishing Company
Language
English
ISBN-13
9789814338790
ISBN-10
9814338796
Author
Rheinlander Thorsten
About the Book
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. Mean-variance hedging under the risk-neutral measure is applied in the framework of exponential Lévy processes and for derivatives written on defaulta…
ISBN: 9789814338790
ISBN-13: 9789814338790
ISBN-10: 9814338796
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Product ID: isbn-9789814338790
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