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100%: Jan H. Maruhn: Robust Static Super-Replication of Barrier Options (ISBN: 9783110208511) 2009, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
100%: Maruhn, Jan H.: Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics) (ISBN: 9783110204681) 2009, Erstausgabe, in Deutsch, Broschiert.Nur diese Ausgabe anzeigen…
Robust Static Super-Replication of Barrier Options - 15 Angebote vergleichen
| Preise | 2013 | 2014 | 2018 | 2019 |
|---|---|---|---|---|
| Schnitt | € 104,95 | € 119,95 | € 93,30 | € 143,35 |
| Nachfrage |
1
Robust Static Super-Replication of Barrier Options (2009)
~EN NW EBISBN: 9783110208511 bzw. 3110208512, vermutlich in Englisch, Walter de Gruyter, neu, E-Book.
Lieferung aus: Schweiz, Sofort per Download lieferbar.
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, 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. PDF, 14.07.2009.
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, 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. PDF, 14.07.2009.
2
Robust Static Super-Replication of Barrier Options (2009)
~EN NW EBISBN: 9783110208511 bzw. 3110208512, vermutlich in Englisch, Walter de Gruyter, neu, E-Book.
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 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. 14.07.2009, PDF.
3
Robust Static Super-Replication of Barrier Options
~EN NW EB DLISBN: 9783110208511 bzw. 3110208512, vermutlich in Englisch, De Gruyter, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Versandkostenfrei.
Robust Static Super-Replication of Barrier Options: 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. Englisch, Ebook.
Robust Static Super-Replication of Barrier Options: 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. Englisch, Ebook.
5
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Robust Static Super-Replication of Barrier Options
DE NWISBN: 9783110204681 bzw. 3110204681, in Deutsch, de Gruyter, Berlin/New York, Deutschland, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Versandkostenfrei.
Von Händler/Antiquariat, Romtrade Corp. [59069402], STERLING HEIGHTS, MI, U.S.A.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, Romtrade Corp. [59069402], STERLING HEIGHTS, MI, U.S.A.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
6
Robust Static Super-Replication of Barrier Options
~EN PB NWISBN: 9783110208511 bzw. 3110208512, vermutlich in Englisch, Gruyter Walter de GmbH, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
7
Symbolbild
Robust Static Super-Replication of Barrier Options (2009)
DE HC NW FEISBN: 9783110204681 bzw. 3110204681, in Deutsch, Walter De Gruyter Inc, gebundenes Buch, neu, Erstausgabe.
Von Händler/Antiquariat, Revaluation Books [2134736], Exeter, DEV, United Kingdom.
1st edition. 197 pages. 10.00x7.00x0.50 inches. In Stock.
1st edition. 197 pages. 10.00x7.00x0.50 inches. In Stock.
8
Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics)
~DE HC USISBN: 9783110204681 bzw. 3110204681, vermutlich in Deutsch, De Gruyter, gebundenes Buch, gebraucht.
Lieferung aus: Deutschland, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
9
Symbolbild
Robust Static Super-Replication of Barrier Options (2009)
DE NWISBN: 9783110204681 bzw. 3110204681, in Deutsch, Walter De Gmbh Gruyter Jul 2009, neu.
Von Händler/Antiquariat, Rhein-Team Lörrach Ivano Narducci e.K. [57451429], Lörrach, Germany.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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