MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
Year of publication: |
2010
|
---|---|
Authors: | MADAN, DILIP B. ; CHERNY, ALEXANDER |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 13.2010, 08, p. 1149-1177
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Risk measures | concave distortions | acceptability index | variance gamma model | delta hedging | structured products |
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