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Fundamentals and Advanced Techniques in Derivatives Hedging

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Cover of 'Fundamentals and Advanced Techniques in Derivatives Hedging'

Table of Contents

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    Book Overview
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    Chapter 1 Discrete Time Models
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    Chapter 2 Continuous Time Models
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    Chapter 3 Optimal Management and Price Selection
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    Chapter 4 Delta Hedging in Complete Market
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    Chapter 5 Super-Replication and Its Practical Limits
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    Chapter 6 Hedging Under Loss Constraints
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    Chapter 7 Local Volatility Models
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    Chapter 8 Stochastic Volatility Models
Attention for Chapter 2: Continuous Time Models
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