Pricing, hedging, and designing derivatives with risk measures
Year of publication: |
2009
|
---|---|
Authors: | Barrieu, Pauline ; El Karoui, Nicole |
Published in: |
Indifference pricing : theory and applications. - Princeton, N.J. : Princeton Univ. Press, ISBN 978-0-691-13883-1. - 2009, p. 77-146
|
Subject: | Derivat | Derivative | Hedging | Optionspreistheorie | Option pricing theory | Risiko | Risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Messung | Measurement |
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