Búsqueda de LIBROS DEL AUTOR: pierre henry labordere

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  • MODEL-FREE HEDGING
    ebook
    MODEL-FREE HEDGING
    PIERRE HENRY-LABORDERE
    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 differences between the optimal transport and its martingale counterpart. This topic is t...

    $1,420.00

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  • NONLINEAR OPTION PRICING
    ebook
    NONLINEAR OPTION PRICING
    JULIEN GUYON / PIERRE HENRY-LABORDERE
    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 Pricing compares various numerical methods for solving hi ...

    $1,320.00

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  • ANALYSIS, GEOMETRY, AND MODELING IN FINANCE
    ebook
    ANALYSIS, GEOMETRY, AND MODELING IN FINANCE
    PIERRE HENRY-LABORDÈRE
    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 available.Through the problem of option pricing, th ...

    $5,100.00

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