£104.99

De Gruyter Robust Static Super-replication of Barrier Options (Radon Series on Computational and Applied Mathematics): 7

Price data last checked 117 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

About as cheap as it gets. The only time it was cheaper was 1 year ago.

£105 today · all-time low £105 (Apr 2025) · usually the usual

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 614 days • 614 data points (No recent data available)

Historical
Generating forecast...
£132.99 £102.18 £108.90 £115.62 £122.35 £129.07 £135.79 08 July 2024 08 December 2024 10 May 2025 10 October 2025 13 March 2026

Price Distribution

Price distribution over 614 days • 2 price levels

Days at Price
Current Price
592 days · current 22 days 0 148 296 444 592 £105 £133 Days at Price

Price Analysis

Most common price: £105 (592 days, 96.4%)

Price range: £105 - £133

Price levels: 2 different prices over 614 days

Description
Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book develops a static super-replication strategy with market-typical robustness against volatility, skew and liquidity risk as well as model errors. Combined with associated sub-replication strategies this leads to empirically robust price bounds for barrier options which are also relevant in the context of dynamic hedging.

Product Specifications
Brand
De Gruyter
Format
hardcover
ASIN
3110204681
Category
Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain
Amazon UK
Release Date
01 May 2009
Listed Since
08 April 2009

Barcode

No barcode data available