Jean-Francois Chassagneux – författare

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5 produkter

1. 

   Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria

   Av Jean-Francois Chassagneux, Dan Crisan m. fl.

   Häftad, 2023

   1028 kr

   Lägg i varukorg

   View the abstract.

2. 

   Fundamentals and Advanced Techniques in Derivatives Hedging

   Av Bruno Bouchard, Jean-François Chassagneux

   Häftad, 2016

   715 kr

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   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 …

3. 

   Fundamentals and Advanced Techniques in Derivatives Hedging

   Av Jean-Francois Chassagneux, Bruno Bouchard

   E-bok, 2016

   897 kr

   Lägg i varukorg

   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 …

4. 

   Forward-Backward SDEs Approach to Pricing in Carbon Markets

   Av Jean-François Chassagneux, Hinesh Chotai m. fl.

   Häftad, 2017

   660 kr

   Lägg i varukorg

   In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to …

5. 

   Forward-Backward SDEs Approach to Pricing in Carbon Markets

   Av Mirabelle Muuls, Hinesh Chotai m. fl.

   E-bok, 2017

   868 kr

   Lägg i varukorg

   In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to …