How Long to Read Robust Static Super-replication of Barrier Options

How Long Does it Take to Read Robust Static Super-replication of Barrier Options?

It takes the average reader 3 hours and 30 minutes to read Robust Static Super-replication of Barrier Options by Jan H. Maruhn

Assuming a reading speed of 250 words per minute. Learn more

Description

Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book develops a static super-replication strategy with market-typical robustness against volatility, skew and liquidity risk as well as model errors. Empirical results and various numerical examples confirm that the static superhedge successfully eliminates the risk of a changing volatility surface. Combined with associated sub-replication strategies this leads to robust price bounds for barrier options which are also relevant...

How long is Robust Static Super-replication of Barrier Options?

Robust Static Super-replication of Barrier Options by Jan H. Maruhn is 210 pages long, and a total of 52,500 words.

This makes it 71% the length of the average book. It also has 64% more words than the average book.

How Long Does it Take to Read Robust Static Super-replication of Barrier Options Aloud?

The average oral reading speed is 183 words per minute. This means it takes 4 hours and 46 minutes to read Robust Static Super-replication of Barrier Options aloud.

What Reading Level is Robust Static Super-replication of Barrier Options?

Robust Static Super-replication of Barrier Options is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Robust Static Super-replication of Barrier Options?

Robust Static Super-replication of Barrier Options by Jan H. Maruhn is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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