Description: Model-Free Hedging : A Martingale Optimal Transport Viewpoint, Hardcover by Henry-labordere, Pierre, ISBN 1138062235, ISBN-13 9781138062238, Brand New, Free shipping in the US 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.
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Book Title: Model-Free Hedging : A Martingale Optimal Transport Viewpoint
Number of Pages: 190 Pages
Publication Name: Model-Free Hedging : a Martingale Optimal Transport ViewPoint
Language: English
Publisher: CRC Press LLC
Publication Year: 2017
Item Height: 0.7 in
Subject: Applied, Investments & Securities / General
Item Weight: 15.2 Oz
Type: Textbook
Subject Area: Mathematics, Business & Economics
Author: Pierre Henry-Labordere
Item Length: 9.5 in
Series: Chapman and Hall/Crc Financial Mathematics Ser.
Item Width: 6.2 in
Format: Hardcover
