Robust Static Super-Replication of Barrier Options (English, Jan H. Maruhn)
Delivery options
₹5,011-19%
MRP:₹6,204Save ₹1,193
Genuine Book · Tracked Delivery
Free Shipping · Dispatched in 1–2 days💵 COD Available📦 Delivery in 3-4 days
Available Offers
Free Delivery — Dispatched in 1–2 business days. Most orders delivered in 3–12 business days.
15-Day Easy Returns — hassle-free return & full refund.
Secure Payment — 100% safe checkout with UPI, Cards & Net Banking.
19% Off — you save ₹1,193 on this product!
Total: ₹5,011
Book Details
Publisher
de Gruyter
Language
English
ISBN-13
9783110204681
ISBN-10
3110204681
Author
Jan H. Maruhn
About the Book
Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book develops a static super-replication strategy with market-typical robustness against volatility, skew and liquidity risk as well as model errors. Empirical results and various numerical examples confirm that the static superhedge successfully eliminates the risk of a changing…
ISBN: 9783110204681
ISBN-13: 9783110204681
ISBN-10: 3110204681
Frequently Asked Questions
What is the price of Robust Static Super-Replication of Barrier Options?
Robust Static Super-Replication of Barrier Options starts from ₹5209 at GlowMirror. Available in Paperback.
Who is the author of Robust Static Super-Replication of Barrier Options?
Jan H. Maruhn is the author of Robust Static Super-Replication of Barrier Options. Browse more books by Jan H. Maruhn on GlowMirror.
Is Robust Static Super-Replication of Barrier Options available in Paperback and Hardcover?
Yes, Robust Static Super-Replication of Barrier Options is available in Paperback on GlowMirror. Select your preferred format on the product page.
Does GlowMirror offer free delivery for Robust Static Super-Replication of Barrier Options?
Yes, GlowMirror offers free delivery for Robust Static Super-Replication of Barrier Options across India. No minimum order value required.
Is Cash on Delivery available for Robust Static Super-Replication of Barrier Options?
Yes, Cash on Delivery (COD) is available for Robust Static Super-Replication of Barrier Options on GlowMirror. You can pay when your order is delivered.
Product ID: isbn-9783110204681
🛒 Customers Also Bought
Kompetenzen Für Supply Chain Manager (English, Thomas Rudolph | Randy Drenth | Niklas Meise)
₹3,508
Fallrepetitorium Familien- Und Erbrecht (English, Anne Röthel)
₹1,791
Un Universo Comprensibile (English, George V. Coyne | Michael Heller)
₹3,009
Financial Mathematics (English, Bruno Biais | Wolfgang J. Runggaldier | Thomas Björk)
₹5,045
Annegamento Soccorso Tecnico E Sanitario (English, Elvia Battaglia | Alessio Baghin)
₹5,579
Valproinsäure (English, Günter Krämer | J. Walden)
₹3,873Related Products
Extemporaneous Ophthalmic Preparations (English, Eman Alghamdi | Abdulmalik Yahya Al Qahtani | Mazen M. Sinjab)
₹5,737
Robotik (English, Hans-Jürgen Siegert | Siegfried Bocionek)
₹2,779
Betriebswirtschaftliche Praxisführung Für Ärzte (English, K. Ahlers | Helmut Börkircher | H. Cox)
₹4,237
Kurze Geschichte Der Chirurgie (English, Walter V. Brunn)
₹2,269
Psychiatrie Und Psychotherapie (English, H. Berger | Horst Dilling | Christian Reimer)
₹5,030