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CRC Press Model-free Hedging: A Martingale Optimal Transport Viewpoint (Chapman and Hall/CRC Financial Mathematics Series)

Name: Model-free Hedging: A Martingale Optimal Transport Viewpoint (Chapman and Hall/CRC Financial Mathematics Series)
Brand: CRC Press

Investments & Securities

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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.

Product Specifications

Brand: CRC Press
Format: hardcover
ASIN: 1138062235
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities
Domain: Amazon UK
Release Date: 18 May 2017
Listed Since: 25 February 2017

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CRC Press Model-free Hedging: A Martingale Optimal Transport Viewpoint (Chapman and Hall/CRC Financial Mathematics Series)

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