Model free Hedging is popular PDF and ePub book, written by Pierre Henry-Labordere in 2017-05-25, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Model free Hedging can be Read Online from any device for your convenience.
Model free Hedging Book PDF 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 transport and its martingale counterpart. This topic is then discussed in the context of mathematical finance.
Detail Book of Model free Hedging PDF
- Author : Pierre Henry-Labordere
- Release : 25 May 2017
- Publisher : CRC Press
- ISBN : 9781351666237
- Genre : Mathematics
- Total Page : 190 pages
- Language : English
- PDF File Size : 20,5 Mb
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