Author: Pierre Henry-Labordere
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Save 10% Model-free Hedging: A Martingale Optimal Transport Viewpoint
Pierre Henry-LabordereCurrent price €88.19Original price €97.99Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent w...
View full detailsCurrent price €88.19Original price €97.99Save 10% -
Save 10% Nonlinear Option Pricing
Julien GuyonCurrent price €51.29Original price €56.99New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to...
View full detailsCurrent price €51.29Original price €56.99Save 10%
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