This paper publishes results on the convergence for hedging strategies in the setting of incomplete financial markets.

This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in...

This paper examines and compares several standard financial structured products whose performance is based on smoothing the return of an underlying asset (e.g. financial market indices, baskets of stocks). The returns of such products are based on various averages of intermediate values of the...