- 5 Results
Lowest price: € 58.56, highest price: € 207.41, average price: € 137.63
1
Robust Static Super-replication of Barrier Options (Radon Series on Computational and Applied Mathematics): 7 - Maruhn, Jan H.
Order
at amazon.co.uk
£ 49.95
(aprox. € 58.56)
Shipment: € 5.631
Order
Provider details
Sponsored link
Maruhn, Jan H.:

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

2009, ISBN: 9783110204681

De Gruyter, Hardcover, 212 Seiten, Publiziert: 2009-05-01T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: Figs. and tabs. Applied Mathematics, Mathematics, Science, Nature & Maths, Subjec… More...

Gebraucht, wie neu. Shipping costs:Usually dispatched within 2 to 3 days. Die angegebenen Versandkosten können von den tatsächlichen Kosten abweichen. (EUR 5.63) UKPaperbackshop
close (x)
2
Robust Static Super-Replication of Barrier Options - Maruhn, Jan H.
Order
at Achtung-Buecher.de
€ 183.55
Shipment: € 0.001
Order
Provider details
Sponsored link

Maruhn, Jan H.:

Robust Static Super-Replication of Barrier Options - hardcover

2009, ISBN: 3110204681

Gebundene Ausgabe Finanzmathematik, Mathematik / Finanzmathematik, Englisch, Ökonometrie und Wirtschaftsstatistik, Wirtschaftsmathematik und -informatik, IT-Management, Angewandte Mathem… More...

Shipping costs:Versandkostenfrei innerhalb der BRD. (EUR 0.00) MARZIES.de Buch- und Medienhandel, 14621 Schönwalde-Glien
close (x)
3
Robust Static Super-Replication of Barrier Options - Jan H. Maruhn
Order
at Hugendubel.de
€ 169.99
Shipment: € 0.001
Order
Provider details
Sponsored link
Jan H. Maruhn:
Robust Static Super-Replication of Barrier Options - Paperback

ISBN: 9783110204681

*Robust Static Super-Replication of Barrier Options* / gebundene Ausgabe für 169.99 € / Aus dem Bereich: Bücher, Wissenschaft, Mathematik Medien > Bücher nein Buch (gebunden) Hardcover;Na… More...

Shipping costs:Shipping in 7 days, , Versandkostenfrei nach Hause oder Express-Lieferung in Ihre Buchhandlung., DE. (EUR 0.00)
close (x)
4
Robust Static Super-Replication of Barrier Options - Jan H. Maruhn
Order
at BookDepository.com
€ 207.41
Shipment: € 0.001
Order
Provider details
Sponsored link
Jan H. Maruhn:
Robust Static Super-Replication of Barrier Options - hardcover

ISBN: 9783110204681

Hardback, [PU: de Gruyter], Presents hedging strategies for a class of financial options. This book places emphasis on theoretical and numerical aspects, such as the consideration of appr… More...

Shipping costs:Versandkostenfrei. (EUR 0.00)
close (x)
5
Robust Static Super-Replication of Barrier Options - Maruhn, Jan H.
Order
at buchfreund.de
€ 68.65
Shipment: € 0.001
Order
Provider details
Sponsored link
Maruhn, Jan H.:
Robust Static Super-Replication of Barrier Options - used book

2009, ISBN: 9783110204681

Gepflegter, sauberer Zustand. 5394177/2 Versandkostenfreie Lieferung Static Hedging,Optimierung,Semidefinite Programming.,Barrier Options,Semi-infinite Optimization,Stochastic Volatility,… More...

Shipping costs:Versandkostenfrei innerhalb der BRD. (EUR 0.00) Buchpark GmbH, 14959 Trebbin
close (x)
1As some platforms do not transmit shipping conditions to us and these may depend on the country of delivery, the purchase price, the weight and size of the item, a possible membership of the platform, a direct delivery by the platform or via a third-party provider (Marketplace), etc., it is possible that the shipping costs indicated by euro-book.co.uk / euro-book.co.uk do not correspond to those of the offering platform.

Bibliographic data of the best matching book

Details of the book
Robust Static Super-Replication of Barrier Options
Author:
Title:
ISBN:

3110204681


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.

Details of the book - Robust Static Super-Replication of Barrier Options


EAN (ISBN-13): 9783110204681
ISBN (ISBN-10): 3110204681
Hardcover
Paperback
Publishing year: 2009
Publisher: De Gruyter
197 Pages
Weight: 0,489 kg
Language: eng/Englisch

Book in our database since 2009-05-16T20:02:54+01:00 (London)
Detail page last modified on 2024-04-06T16:13:43+01:00 (London)
ISBN/EAN: 3110204681

ISBN - alternate spelling:
3-11-020468-1, 978-3-11-020468-1
Alternate spelling and related search-keywords:
Book author: jan maruhn
Book title: replications, radon, barrier, replica, replic, super, robust, applied mathematics

Information from Publisher

Author: Jan H. Maruhn
Title: Radon Series on Computational and Applied Mathematics; Robust Static Super-Replication of Barrier Options
Publisher: De Gruyter
197 Pages
Publishing year: 2009-07-15
Berlin/Boston
Printed / Made in
Weight: 0,543 kg
Language: English
179,95 € (DE)

BB; Hardcover, Softcover / Mathematik/Allgemeines, Lexika; Ökonometrie und Wirtschaftsstatistik; Verstehen; MAT000000 MATHEMATICS / General; MAT003000 MATHEMATICS / Applied; MAT029000 MATHEMATICS / Probability & Statistics / General; MAT041000 MATHEMATICS / Numerical Analysis; Numerical analysis; Probability & statistics; Finanzmathematik; Optimierung; Volatilität; Static Hedging; Barrier Options; Robust Optimization; Stochastic Volatility; Semi-infinite Optimization; Semidefinite Programming. Wirtschaftsmathematik und -informatik, IT-Management; Lineare Programmierung; Angewandte Mathematik; Englisch; EA

More/other books that might be very similar to this book

Latest similar book:
9783110208511 Robust Static Super-Replication of Barrier Options (Jan H. Maruhn)

< to archive...