skip to content
Hedging derivatives Preview this item
ClosePreview this item
Checking...

Hedging derivatives

Author: Thorsten Rheinländer; Jenny Sexton
Publisher: New Jersey : World Scientific, 2011.
Series: Advanced series on statistical science & applied probability, v. 15.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the  Read more...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Document Type: Book
All Authors / Contributors: Thorsten Rheinländer; Jenny Sexton
ISBN: 9789814338790 9814338796
OCLC Number: 681502966
Description: pages.
Contents: Introduction; Stochastic Calculus; Arbitrage and Completeness; Exponential Levy Models; Mean-Variance Hedging; Stochastic Volatility Models; Semi-static Hedging; Entropic Valuation and Hedging; Hedging Constraints; Optimal Martingale Measures.
Series Title: Advanced series on statistical science & applied probability, v. 15.
Responsibility: by Thorsten Rheinländer & Jenny Sexton.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/681502966> # Hedging derivatives
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "681502966" ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/755886399#Place/new_jersey> ; # New Jersey
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nju> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/755886399#Topic/entropie> ; # Entropie
   schema:about <http://experiment.worldcat.org/entity/work/data/755886399#Topic/stochastischer_prozess> ; # Stochastischer Prozess
   schema:about <http://experiment.worldcat.org/entity/work/data/755886399#Topic/okonometrisches_modell> ; # Ökonometrisches Modell
   schema:about <http://dewey.info/class/332.6457/e22/> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/755886399#Topic/hedging> ; # Hedging
   schema:about <http://experiment.worldcat.org/entity/work/data/755886399#Topic/derivat_wertpapier> ; # Derivat (Wertpapier)
   schema:about <http://id.worldcat.org/fast/954462> ; # Hedging (Finance)--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/755886399#Topic/derivative_securities_valuation_mathematical_models> ; # Derivative securities--Valuation--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/755886399#Topic/hedging_finance_mathematical_models> ; # Hedging (Finance)--Mathematical models
   schema:about <http://id.worldcat.org/fast/891034> ; # Derivative securities--Valuation--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/755886399#Topic/mathematisches_modell> ; # Mathematisches Modell
   schema:about <http://experiment.worldcat.org/entity/work/data/755886399#Topic/martingaltheorie> ; # Martingaltheorie
   schema:about <http://experiment.worldcat.org/entity/work/data/755886399#Topic/derivat> ; # Derivat
   schema:about <http://experiment.worldcat.org/entity/work/data/755886399#Topic/bewertung> ; # Bewertung
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/255358797> ; # Jenny Sexton
   schema:creator <http://viaf.org/viaf/169310930> ; # Thorsten Rheinländer
   schema:datePublished "2011" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/755886399> ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/755886399#Series/advanced_series_on_statistical_science_&_applied_probability> ; # Advanced series on statistical science & applied probability ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/755886399#Series/advanced_series_on_statistical_science_and_applied_probability> ; # Advanced series on statistical science and applied probability ;
   schema:name "Hedging derivatives"@en ;
   schema:productID "681502966" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/681502966#PublicationEvent/new_jersey_world_scientific_2011> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/755886399#Agent/world_scientific> ; # World Scientific
   schema:workExample <http://worldcat.org/isbn/9789814338790> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/681502966> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/755886399#Agent/world_scientific> # World Scientific
    a bgn:Agent ;
   schema:name "World Scientific" ;
    .

<http://experiment.worldcat.org/entity/work/data/755886399#Series/advanced_series_on_statistical_science_&_applied_probability> # Advanced series on statistical science & applied probability ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/681502966> ; # Hedging derivatives
   schema:name "Advanced series on statistical science & applied probability ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/755886399#Series/advanced_series_on_statistical_science_and_applied_probability> # Advanced series on statistical science and applied probability ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/681502966> ; # Hedging derivatives
   schema:name "Advanced series on statistical science and applied probability ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/755886399#Topic/derivat_wertpapier> # Derivat (Wertpapier)
    a schema:Intangible ;
   schema:name "Derivat (Wertpapier)"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/755886399#Topic/derivative_securities_valuation_mathematical_models> # Derivative securities--Valuation--Mathematical models
    a schema:Intangible ;
   schema:hasPart <http://id.loc.gov/authorities/subjects/sh93005704> ;
   schema:name "Derivative securities--Valuation--Mathematical models"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/755886399#Topic/mathematisches_modell> # Mathematisches Modell
    a schema:Intangible ;
   schema:name "Mathematisches Modell"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/755886399#Topic/okonometrisches_modell> # Ökonometrisches Modell
    a schema:Intangible ;
   schema:name "Ökonometrisches Modell"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/755886399#Topic/stochastischer_prozess> # Stochastischer Prozess
    a schema:Intangible ;
   schema:name "Stochastischer Prozess"@en ;
    .

<http://id.worldcat.org/fast/891034> # Derivative securities--Valuation--Mathematical models
    a schema:Intangible ;
   schema:name "Derivative securities--Valuation--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/954462> # Hedging (Finance)--Mathematical models
    a schema:Intangible ;
   schema:name "Hedging (Finance)--Mathematical models"@en ;
    .

<http://viaf.org/viaf/169310930> # Thorsten Rheinländer
    a schema:Person ;
   schema:familyName "Rheinländer" ;
   schema:givenName "Thorsten" ;
   schema:name "Thorsten Rheinländer" ;
    .

<http://viaf.org/viaf/255358797> # Jenny Sexton
    a schema:Person ;
   schema:familyName "Sexton" ;
   schema:givenName "Jenny" ;
   schema:name "Jenny Sexton" ;
    .

<http://worldcat.org/isbn/9789814338790>
    a schema:ProductModel ;
   schema:isbn "9814338796" ;
   schema:isbn "9789814338790" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.