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Hero image 0 of Chapman and Hall/CRC Financial Mathematics: Model-Free Hedging: A Martingale Optimal Transport Viewpoint (Hardcover), 0 of 1

Pierre Henry-Labordere

Chapman and Hall/CRC Financial Mathematics: Model-Free Hedging: A Martingale Optimal Transport Viewpoint (Hardcover)

Name: Chapman and Hall/CRC Financial Mathematics: Model-Free Hedging: A Martingale Optimal Transport Viewpoint (Hardcover)
Brand: Pierre Henry-Labordere
SKU: 55803328
Price: 115.25 USD
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Hardcover
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Non-Fiction
Genre
Business & Investing
Pub date
20170518
Pages
190
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1st Edition

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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.

Chapman and Hall/CRC Financial Mathematics: Model-Free Hedging: A Martingale Optimal Transport Viewpoint (Hardcover)

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Hardcover

Fiction/nonfiction

Non-Fiction

Genre

Business & Investing

Pub date

20170518

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Chapman and Hall/CRC Financial Mathematics: Model-Free Hedging: A Martingale Optimal Transport Viewpoint (Hardcover)

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