LIBROS DEL AUTOR: jean francois chassagneux

2 resultados para LIBROS DEL AUTOR: jean francois chassagneux

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  • A Forward-Backward SDEs Approach to Pricing in Carbon Markets
    Hinesh Chotai / Jean-François Chassagneux / Mirabelle Muûls
    In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to the risk of Climate Change, carbon markets are currently being implemented in regio...
    Disponible

    80,34 €

  • Fundamentals and Advanced Techniques in Derivatives Hedging
    Bruno Bouchard / Jean-François Chassagneux
    This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to applications, and present theoretical developments alongside various exercises, providing many examples of practical interest.A large spectrum of concepts and mathematical tools that a...
    Disponible

    84,73 €