This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introd

Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money m

Yang provides a solid foundation to address the question of how to trade derivatives. He offers a systematic way of determining the optimal trading size under a

Modern Finance Overlaps With Many Fields Of Mathematics, And For Students This Can Represent Considerable Strain. Mathematical Techniques In Finance Is An Ideal

The Bachelier Society for Mathematical Finance held its first World Congress in Paris last year, and coincided with the centenary of Louis Bacheliers thesis def