A Didactic Introduction to Risk Management via Hedging in Discrete and Continuous Time

DOI10.1007/978-3-319-30417-5_1zbMath1418.91544OpenAlexW2485760103MaRDI QIDQ4558888

Frederi G. Viens

Publication date: 30 November 2018

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-30417-5_1

zbMATH Keywords

option pricingactuarial mathematicsrisk managementmarket makingovernight profit

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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