Markets as a counterparty: an introduction to conic finance (Q3067159)
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scientific article; zbMATH DE number 5839569
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Markets as a counterparty: an introduction to conic finance |
scientific article; zbMATH DE number 5839569 |
Statements
MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE (English)
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20 January 2011
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risk measures
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concave distortions
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acceptability index
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variance gamma model
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delta hedging
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structured products
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0.7584190368652344
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0.7504777312278748
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0.7406815886497498
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0.7396177649497986
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0.7383213043212891
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