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Introduction

In: Hedging Derivatives

Author

Listed:
  • Thorsten Rheinländer

    (London School of Economics and Political Science, UK)

  • Jenny Sexton

    (University of Manchester, UK)

Abstract

The following sections are included:Hedging in complete marketsBlack & Scholes analysis and its limitationsComplete marketsHedging in incomplete marketsSources of incompletenessCalibrationMean-variance hedgingUtility indifference pricing and hedgingExotic optionsOptimal martingale measuresNotes and further reading

Suggested Citation

  • Thorsten Rheinländer & Jenny Sexton, 2011. "Introduction," World Scientific Book Chapters, in: Hedging Derivatives, chapter 1, pages 1-10, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814338806_0001
    as

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