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Contents
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Chapters in this book
- Frontmatter I
- Preface to the third edition V
- Preface to the second edition VI
- Preface to the first edition VII
- Contents IX
-
I Mathematical finance in one period
- 1 Arbitrage theory 3
- 2 Preferences 50
- 3 Optimality and equilibrium 121
- 4 Monetary measures of risk 175
-
II Dynamic hedging
- 5 Dynamic arbitrage theory 261
- 6 American contingent claims 321
- 7 Superhedging 354
- 8 Efficient hedging 380
- 9 Hedging under constraints 404
- 10 Minimizing the hedging error 428
- 11 Dynamic risk measures 456
- Appendix 476
- Notes 512
- Bibliography 517
- List of symbols 533
- Index 535
Chapters in this book
- Frontmatter I
- Preface to the third edition V
- Preface to the second edition VI
- Preface to the first edition VII
- Contents IX
-
I Mathematical finance in one period
- 1 Arbitrage theory 3
- 2 Preferences 50
- 3 Optimality and equilibrium 121
- 4 Monetary measures of risk 175
-
II Dynamic hedging
- 5 Dynamic arbitrage theory 261
- 6 American contingent claims 321
- 7 Superhedging 354
- 8 Efficient hedging 380
- 9 Hedging under constraints 404
- 10 Minimizing the hedging error 428
- 11 Dynamic risk measures 456
- Appendix 476
- Notes 512
- Bibliography 517
- List of symbols 533
- Index 535