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Static and Dynamic Hedging

Clinical Approach to Quantitative Finance
ISBN/EAN: 9780471353478
Umbreit-Nr.: 288664

Sprache: Englisch
Umfang: 450 S.
Format in cm:
Einband: gebundenes Buch

Erschienen am 14.01.2009
Auflage: 2/2007
€ 69,90
(inklusive MwSt.)
Nicht lieferbar
  • Zusatztext
    • Dynamic Hedging, Revised Editionis a comprehensive reference to the complexities of the options market which features clear explanations of all the various forms of risk. Fully updated and expanded, this informative guide is replete with helpful tools, market anecdotes, and specific risk management rules. This book contains models in which the fundamental mathematics of derivatives, such as the Brownian motion and the Feynman-Kac solution are presented in intuitive practitioner''''s language.

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