Pierre Henry-Labordere – författare
Visar alla böcker från författaren Pierre Henry-Labordere. Handla med fri frakt och snabb leverans.
10 produkter
Model-free Hedging
A Martingale Optimal Transport Viewpoint
Häftad, 2020
820 kr
Lägg i varukorg
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 …
Nonlinear Option Pricing
Av Julien Guyon, Pierre Henry-Labordere
Häftad, 2024
752 kr
Lägg i varukorg
New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research—including Risk magazine’s 2013 Quant of the Year—Nonlinear Option …
Nonlinear Option Pricing
Av Pierre Henry-Labordere, Julien Guyon
E-bok, 2013
864 kr
Lägg i varukorg
New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-including Risk magazine''s 2013 Quant of the Year-Nonlinear Option …
Analysis, Geometry, and Modeling in Finance
Advanced Methods in Option Pricing
E-bok, 2008
3428 kr
Lägg i varukorg
Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. It even obtains new results when only approximate and partial solutions were previously …
Model-free Hedging
A Martingale Optimal Transport Viewpoint
E-bok, 2017
949 kr
Lägg i varukorg
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 …
Model-free Hedging
A Martingale Optimal Transport Viewpoint
E-bok, 2017
970 kr
Lägg i varukorg
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 …
Analysis, Geometry, and Modeling in Finance
Advanced Methods in Option Pricing
Inbunden, 2008
3055 kr
Lägg i varukorg
Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. It even obtains new results when only approximate and partial solutions were previously …
Analysis, Geometry, and Modeling in Finance
Advanced Methods in Option Pricing
E-bok, 2008
3354 kr
Lägg i varukorg
Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. It even obtains new results when only approximate and partial solutions were previously …
Nonlinear Option Pricing
Av Julien Guyon, Pierre Henry-Labordere
Inbunden, 2013
3055 kr
Lägg i varukorg
New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research—including Risk magazine’s 2013 Quant of the Year—Nonlinear Option …
Model-free Hedging
A Martingale Optimal Transport Viewpoint
Inbunden, 2017
970 kr
Tillfälligt slut
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 …
