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Speculation --- Arbitrage --- Hedging (Finance) --- Mathematical models --- Mathematical models. --- 336.76 --- 336.76 Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- Private finance --- Actuarial mathematics --- Prices --- Speculation - Mathematical models --- Arbitrage - Mathematical models --- Hedging (Finance) - Mathematical models

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Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This volume provides a systematic treatment of hedging in incomplete markets. Mean-variance hedging under the risk-neutral measure is applied in the framework of exponential Lévy processes and for derivatives written on defaultable assets. It is discussed how to complete markets based upon stochastic volatility models via trading in both stocks and vanilla options. Exponentia

Derivative securities -- Valuation -- Mathematical models. --- Hedging (Finance) -- Mathematical models. --- Hedging (Finance) --- Derivative securities --- Finance --- Business & Economics --- Investment & Speculation --- Mathematical models --- Valuation --- -Derivative securities --- -332.6457 --- Derivative financial instruments --- Derivative financial products --- Derivative instruments --- Derivatives (Finance) --- Financial derivatives --- Securities --- Structured notes (Securities) --- Options (Finance) --- Speculation --- Financial futures --- -Mathematical models --- Mathematical models. --- Valuation&delete& --- E-books