Model-free Hedging: A Martingale Optimal Transport Viewpoint - Chapman and Hall / CRC Financial Mathematics Series - Pierre Henry-Labordere - Books - Taylor & Francis Ltd - 9780367657963 - September 30, 2020
In case cover and title do not match, the title is correct

Pierre Henry-Labordere
Model-free Hedging: A Martingale Optimal Transport Viewpoint - Chapman and Hall / CRC Financial Mathematics Series 1st edition

Price
NZ$ 145
excl. VAT

Ordered from remote warehouse

Expected delivery Sep 17 - Oct 5
Get notified about new Pierre Henry-Labordere releases

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Not rated yet

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 transpo

190 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 30, 2020
ISBN13 9780367657963
Publishers Taylor & Francis Ltd
Pages 190
Dimensions 232 × 156 × 25 mm   ·   322 g
Language English  

More from the same publisher

See all of Pierre Henry-Labordere