Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Fundamentals and Advanced Techniques in Derivatives Hedging (Record no. 426754)

000 -LEADER
fixed length control field 03807nam a22005415i 4500
020 ## - INTERNATIONAL STANDARD BOOKNUMBER
International Standard Book Number 9783319389905
-- 978-3-319-38990-5
024 7# -
-- 10.1007/978-3-319-38990-5
-- doi
040 ## -
-- ISI Library, Kolkata
050 #4 -
-- HB135-147
072 #7 -
-- KF
-- bicssc
072 #7 -
-- MAT003000
-- bisacsh
072 #7 -
-- KF
-- thema
082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER
Classification number 519
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Bouchard, Bruno.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
245 10 - TITLE STATEMENT
Title Fundamentals and Advanced Techniques in Derivatives Hedging
Medium [electronic resource] /
Statement of responsibility, etc by Bruno Bouchard, Jean-François Chassagneux.
942 ## - ADDED ENTRY ELEMENTS(KOHA)
Koha item type E-BOOKS
100 1# - MAIN ENTRY--PERSONAL NAME
-- author.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS
Place of production, publication, distribution, manufacture Cham :
Name of producer, publisher, distributor, manufacturer Springer International Publishing :
-- Imprint: Springer,
Date of production, publication, distribution, manufacture 2016.
300 ## -
-- XII, 280 p.
-- online resource.
336 ## - CONTENT TYPE
Content Type Term text
Content Type Code txt
Source rdacontent
337 ## - MEDIA TYPE
Media Type Term computer
Media Type Code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier Type Term online resource
Carrier Type Code cr
Source rdacarrier
347 ## -
-- text file
-- PDF
-- rda
490 1# -
-- Universitext,
-- 0172-5939
505 0# -
-- Part A. Fundamental theorems -- Discrete time models -- Continuous time models -- Optimal management and price selection.- Part B. Markovian models and PDE approach -- Delta hedging in complete market -- Super-replication and its practical limits -- Hedging under loss contraints.- Part C. Practical implementation in local and stochastic volatility models -- Local volatility models -- Stochastic volatility models -- References.
520 ## -
-- This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to applications, and present theoretical developments alongside various exercises, providing many examples of practical interest. A large spectrum of concepts and mathematical tools that are usually found in separate monographs are presented here. In addition to the no-arbitrage theory in full generality, this book also explores models and practical hedging and pricing issues. Fundamentals and Advanced Techniques in Derivatives Hedging further introduces advanced methods in probability and analysis, including Malliavin calculus and the theory of viscosity solutions, as well as the recent theory of stochastic targets and its use in risk management, making it the first textbook covering this topic. Graduate students in applied mathematics with an understanding of probability theory and stochastic calculus will find this book useful to gain a deeper understanding of fundamental concepts and methods in mathematical finance.
650 #0 -
-- Finance.
650 #0 -
-- Distribution (Probability theory.
650 #0 -
-- Differential equations, partial.
650 #0 -
-- Mathematical optimization.
650 14 -
-- Quantitative Finance.
-- http://scigraph.springernature.com/things/product-market-codes/M13062
650 24 -
-- Probability Theory and Stochastic Processes.
-- http://scigraph.springernature.com/things/product-market-codes/M27004
650 24 -
-- Partial Differential Equations.
-- http://scigraph.springernature.com/things/product-market-codes/M12155
650 24 -
-- Calculus of Variations and Optimal Control; Optimization.
-- http://scigraph.springernature.com/things/product-market-codes/M26016
700 1# -
-- Chassagneux, Jean-François.
-- author.
-- aut
-- http://id.loc.gov/vocabulary/relators/aut
710 2# -
-- SpringerLink (Online service)
773 0# -
-- Springer eBooks
776 08 -
-- Printed edition:
-- 9783319389882
776 08 -
-- Printed edition:
-- 9783319389899
830 #0 -
-- Universitext,
-- 0172-5939
856 40 -
-- https://doi.org/10.1007/978-3-319-38990-5
912 ## -
-- ZDB-2-SMA
950 ## -
-- Mathematics and Statistics (Springer-11649)
Holdings
Location (home branch) Sublocation or collection (holding branch) Date acquired Piece designation (barcode) Koha item type
ISI Library, Kolkata ISI Library, Kolkata 2017-04-01 EB1708 E-BOOKS
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in


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