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Robust Static Super-Replication of Barrier Options (English, Jan H. Maruhn)
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Specifications
| Publisher | de Gruyter |
| Language | English |
| ISBN-13 | 9783110204681 |
| ISBN-10 | 3110204681 |
| Author | Jan H. Maruhn |
Product Description
Here on GlowMirror, you'll find Robust Static Super-Replication of Barrier Options filed under de Gruyter -- everything you need to know is covered below.
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
Book Insights
What You'll Learn
- ·In-depth exploration of topics covered in Robust Static Super-Replication of Barrier Options
- ·Key concepts explained with clarity and practical examples
- ·Insights valuable for anyone studying or working in de Gruyter
Who Should Read This
Students and professionals interested in de Gruyter, as well as general readers looking to expand their knowledge.
Key Highlights
- ·Brand new physical book delivered across India
- ·15-day hassle-free return policy
Frequently Asked Questions
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Robust Static Super-Replication of Barrier Options is available at ₹5,011 on GlowMirror. The original MRP is ₹6,204, saving you 19%.
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Is Robust Static Super-Replication of Barrier Options available in English?
Robust Static Super-Replication of Barrier Options is available in English on GlowMirror.
Who is the author of Robust Static Super-Replication of Barrier Options?
Robust Static Super-Replication of Barrier Options is authored by Jan H. Maruhn.
Who published Robust Static Super-Replication of Barrier Options?
Robust Static Super-Replication of Barrier Options is published by de Gruyter.
How many pages does Robust Static Super-Replication of Barrier Options have?
Page count information for Robust Static Super-Replication of Barrier Options is available in the specifications section of this page.
How long does it take to read Robust Static Super-Replication of Barrier Options?
At an average reading speed of 250 words per minute, reading Robust Static Super-Replication of Barrier Options takes a few hours to a few days depending on reading pace.
What is Robust Static Super-Replication of Barrier Options about?
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 liqu...
Is Robust Static Super-Replication of Barrier Options suitable for beginners?
Whether Robust Static Super-Replication of Barrier Options is suitable for beginners depends on your background in de Gruyter. Review the product description and specifications above for details on the target audience and difficulty level.
What edition is Robust Static Super-Replication of Barrier Options?
Robust Static Super-Replication of Barrier Options is from the de Gruyter edition/year. Check the specifications section for full edition details.
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Is Robust Static Super-Replication of Barrier Options a new or used book?
Robust Static Super-Replication of Barrier Options listed on GlowMirror is a brand new book in good condition.
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Yes, GlowMirror delivers Robust Static Super-Replication of Barrier Options across India. Use the pincode checker on this page to verify delivery availability to your location.
