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Modelling and Hedging Equity Derivatives

Incisive Media, June 1999, Pages: 287


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A definitive reference on the maths, techniques and practical approaches to modelling & hedging equity derivatives

-In-depth analysis of probability theory and stochastic calculus as well as alternative approaches for products that cannot be valued within these frameworks

-Provides a practical approach for hedging equity products beyond delta hedging and discusses in detail practical software implementation issues



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