Jan H. Maruhn, Uni Credit Markets & Investment Banking, Munich, Germany.
1 Ebooks por Jan H. Maruhn
Jan H. Maruhn: Robust Static Super-Replication of Barrier Options
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-r …
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€179.95
