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Model-free hedging : = a martingale ...

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Henry-Labordère, Pierre,

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Model-free hedging : = a martingale optimal transport viewpoint /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Model-free hedging :/ Pierre Henry-Labordère.
其他題名:	a martingale optimal transport viewpoint /
作者:	Henry-Labordère, Pierre,
其他作者:	Henry-Labordere, Pierre,
出版者:	Boca Raton, FL :CRC Press, : c2017.,
面頁冊數:	xiii, 190 p. :ill. ;24 cm.
附註:	"A Chapman & Hall book."
標題:	Hedging (Finance) - Mathematical models. -
ISBN:	9781138062238

Model-free hedging : = a martingale optimal transport viewpoint /
Henry-Labordère, Pierre,

Model-free hedging :a martingale optimal transport viewpoint /Pierre Henry-Labordère. - Boca Raton, FL :CRC Press,c2017. - xiii, 190 p. :ill. ;24 cm. - Chapman & Hall/CRC financial mathematics series. - Chapman & Hall/CRC financial mathematics series..

"A Chapman & Hall book."

Includes bibliographical references (p. 179-188) and index.

ISBN: 9781138062238UK69.99Subjects--Topical Terms:

781546
Hedging (Finance)
--Mathematical models.

LC Class. No.: HG6024.A3 / .H468 2017

Dewey Class. No.: 332.64/5240151

Model-free hedging : = a martingale optimal transport viewpoint /
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020 $a 9781138062238 $q (hbk.) : $c UK69.99
020 $a 1138062235 $q (hbk.)
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050 # 4 $a HG6024.A3 $b .H468 2017
082 0 4 $a 332.64/5240151 $2 23
100 1 $a Henry-Labordère, Pierre, $3 3233156
245 1 0 $a Model-free hedging : $b a martingale optimal transport viewpoint / $c Pierre Henry-Labordère.
260 # $a Boca Raton, FL : $b CRC Press, $c c2017.
300 $a xiii, 190 p. : $b ill. ; $c 24 cm.
490 1 $a Chapman & Hall/CRC financial mathematics series
500 $a "A Chapman & Hall book."
504 $a Includes bibliographical references (p. 179-188) and index.
650 # 0 $a Hedging (Finance) $x Mathematical models. $3 781546
700 1 # $a Henry-Labordere, Pierre, $3 3233157
830 0 $a Chapman & Hall/CRC financial mathematics series. $3 1602393

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