ScienceOpen:
research and publishing network
For Publishers
Discovery
Metadata
Peer review
Hosting
Publishing
For Researchers
Join
Publish
Review
Collect
My ScienceOpen
Sign in
Register
Dashboard
Blog
About
Search
Advanced search
My ScienceOpen
Sign in
Register
Dashboard
Search
Search
Advanced search
For Publishers
Discovery
Metadata
Peer review
Hosting
Publishing
For Researchers
Join
Publish
Review
Collect
Blog
About
5
views
0
references
Top references
cited by
28
Cite as...
0 reviews
Review
0
comments
Comment
0
recommends
+1
Recommend
0
collections
Add to
0
shares
Share
Twitter
Sina Weibo
Facebook
Email
6,013
similar
All similar
Record
: found
Abstract
: not found
Book Chapter
: not found
Option Pricing, Interest Rates and Risk Management
A Guided Tour through Quadratic Hedging Approaches
edited_book
Author(s):
M. Schweizer
Editor(s):
E. Jouini
,
J. Cvitanic
,
Marek Musiela
Publication date
(Online):
2009
Publisher:
Cambridge University Press
Read this book at
Publisher
Further versions
oa repository (via OAI-PMH doi match)
oa repository (via OAI-PMH title and first author match)
oa repository (via OAI-PMH title and first author match)
Powered by
Buy book
Review
Review book
Invite someone to review
Bookmark
Cite as...
There is no author summary for this book yet. Authors can add summaries to their books on ScienceOpen to make them more accessible to a non-specialist audience.
Related collections
Alternative approaches to Alzheimer's Disease
Author and book information
Book Chapter
Pages
: 538-574
DOI:
10.1017/CBO9780511569708.016
SO-VID:
976fd6ef-66d6-44ed-b29b-bda5019477a0
History
Data availability:
Comments
Comment on this book
Sign in to comment
Book chapters
pp. 3
Arbitrage Theory
pp. 67
American Options: Symmetry Properties
pp. 105
Purely Discontinuous Asset Price Processes
pp. 185
Monte Carlo Methods for Security Pricing
pp. 314
Infinite Dimensional Diffusions, Kolmogorov Equations and Interest Rate Models
pp. 399
Credit Risk Modelling: Intensity Based Approach
pp. 458
Towards a Theory of Volatility Trading
pp. 509
Numerical Comparison of Local Risk-Minimisation and Mean-Variance Hedging
pp. 577
Theory of Portfolio Optimization in Markets with Frictions
pp. 632
Bayesian Adaptive Portfolio Optimization
pp. 538
A Guided Tour through Quadratic Hedging Approaches
Similar content
6,013
Patterns of quadratic residues and nonresidues for infinitely many primes
Authors:
Steve Wright
Black hole solutions in the quadratic Weyl conformal geometric theory of gravity
Authors:
Jin-Zhao Yang
,
Shahab Shahidi
,
Tiberiu Harko
Load prediction of integrated energy system based on combination of quadratic modal decomposition and deep bidirectional long short-term memory and multiple linear regression
Authors:
See all similar
Cited by
28
Time-consistent mean-variance portfolio selection in discrete and continuous time
Authors:
Christoph Czichowsky
Optimal Control and Hedging of Operations in the Presence of Financial Markets
Authors:
René Caldentey
,
Martin B. Haugh
Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes
Authors:
Bernt Oksendal
,
Frank Norbert Proske
,
Giulia Di Nunno
…
See all cited by