【预订】Model-free Hedging 9780367657963
国外库房发货,通常付款后3-5周到货!
/ 2020-09-30
Product Details 基本信息 ISBN-13 书号 9780367657963 Author 作者 Pierre Henry-Labordere Format 版本 平装-胶订 Pages Number 页数 204页 Publisher 出版社 Chapman and Hall/CRC Publication Date 出版日期 2020-09-30 Shipping Weight 商品重量 380g Language 语种 英语 Book Contents 内容简介 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.
¥582.00
【预订】Virtual Roaming Systems for GSM, GPRS and UMTS: Open Con
美国库房发货,通常付款后3-5周到货!
/ 2010-02-02
/ Wiley
¥1247
预订 Practical Lte Based Security Forces Pmr Networks 97887936
海外仓库发货,通常付款后4-9周到货!
/ 2018-10-29
图书信息 书号: 9788793609792 作者: Arnaud Henry-Labordere 装帧: 精装 页数: 250页 出版社: River Publishers 尺寸: 1.0 x 0.6 x 0.1 cm 出版日期: 2018-10-29 重量: 1g 语种: 其它(含多语) 内容简介 Security forces PMR networks are moving from proprietary technologies
¥1035
【预订】Model-free Hedging 9781138062238
美国库房发货,通常付款后3-5周到货!
/ 2017-05-15
/ 暂无出版社信息
Product Details 基本信息 ISBN-13 书号 9781138062238 Author 作者 Henry-Labordere, Pierre(作者) Format 版本 精装 Pages Number 页数 204页 Publication Date 出版日期 2017-05-15 Language 语种 英语 Book Contents 内容简介 This book 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 Transportation, highlighting the differences between the optimal transport (in short OT) and its martingale counterpart. This topic is then discussed in the context of mathematical finance.
¥1122
【预订】Nonlinear Option Pricing 9781466570337
美国库房发货,通常付款后3-5周到货!
/ 2013-12-19
/ 暂无出版社信息
Product Details 基本信息 ISBN-13 书号 9781466570337 Author 作者 Julien Guyon and Pierre Henry-Labordere Format 版本 精装 Pages Number 页数 488页 Publication Date 出版日期 2013-12-19 Shipping Weight 商品重量 814g Language 语种 英语 Book Contents 内容简介 Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques for pricing options, calibrating models, and more. The book helps quants develop both their analytical and numerical expertise, building intuition through numerous real-world examples of numerical implementation.
¥2041