Self-financing portfolio

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1	Optimal Hedging of Variance Derivatives John Crosby Presentation at the Bachelier Finance Society World Congress in Toronto, Canada, June 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-14 10:11:27 Economics Banking Variance swap Forward price Self-financing portfolio Stochastic processes Mathematical finance Finance Financial economics
2	The Numeraire Portfolio Under Proportional Transaction Costs Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:40:50 Stochastic processes Mathematical sciences Martingale theory Stock market Probability theory Risk-neutral measure Numéraire Martingale Self-financing portfolio Mathematical finance Statistics Financial economics