<?xml version="1.0" encoding="utf-8"?>
<TEI xmlns="http://www.tei-c.org/ns/1.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:hal="http://hal.archives-ouvertes.fr/" xmlns:gml="http://www.opengis.net/gml/3.3/" xmlns:gmlce="http://www.opengis.net/gml/3.3/ce" version="1.1" xsi:schemaLocation="http://www.tei-c.org/ns/1.0 http://api.archives-ouvertes.fr/documents/aofr-sword.xsd">
  <teiHeader>
    <fileDesc>
      <titleStmt>
        <title>HAL TEI export of hal-01386489</title>
      </titleStmt>
      <publicationStmt>
        <distributor>CCSD</distributor>
        <availability status="restricted">
          <licence target="https://creativecommons.org/publicdomain/zero/1.0/">CC0 1.0 - Universal</licence>
        </availability>
        <date when="2026-05-18T12:10:51+02:00"/>
      </publicationStmt>
      <sourceDesc>
        <p part="N">HAL API Platform</p>
      </sourceDesc>
    </fileDesc>
  </teiHeader>
  <text>
    <body>
      <listBibl>
        <biblFull>
          <titleStmt>
            <title xml:lang="fr">Fundamentals and Advanced Techniques in Derivatives Hedging</title>
            <author role="aut">
              <persName>
                <forename type="first">Bruno</forename>
                <surname>Bouchard</surname>
              </persName>
              <email type="md5">89cb2d02105ff714d43c84e0abf24e24</email>
              <email type="domain">ceremade.dauphine.fr</email>
              <idno type="idhal" notation="numeric">1038139</idno>
              <idno type="halauthorid" notation="string">1445721-1038139</idno>
              <idno type="ORCID">https://orcid.org/0000-0002-4716-1253</idno>
              <orgName ref="#struct-300302"/>
              <affiliation ref="#struct-60"/>
            </author>
            <author role="aut">
              <persName>
                <forename type="first">Jean-François</forename>
                <surname>Chassagneux</surname>
              </persName>
              <email type="md5">a308c7e9bb56bf630235b766ff1a2b8d</email>
              <email type="domain">ensae.fr</email>
              <idno type="idhal" notation="numeric">1229412</idno>
              <idno type="halauthorid" notation="string">133323-1229412</idno>
              <idno type="ORCID">https://orcid.org/0000-0003-3729-2361</idno>
              <idno type="GOOGLE SCHOLAR">https://scholar.google.fr/citations?user=QcZ13eAAAAAJ</idno>
              <idno type="IDREF">https://www.idref.fr/131306995</idno>
              <idno type="VIAF">https://viaf.org/viaf/202254207</idno>
              <idno type="ISNI">http://isni.org/isni/0000000357864021</idno>
              <affiliation ref="#struct-300301"/>
            </author>
            <editor role="depositor">
              <persName>
                <forename>Paris Dauphine-PSL</forename>
                <surname>Administrateur</surname>
              </persName>
              <email type="md5">96236028a9bc00deae119f59d00ad1fd</email>
              <email type="domain">dauphine.fr</email>
            </editor>
          </titleStmt>
          <editionStmt>
            <edition n="v1" type="current">
              <date type="whenSubmitted">2016-10-24 11:25:18</date>
              <date type="whenModified">2025-06-13 11:20:02</date>
              <date type="whenReleased">2016-10-24 11:25:18</date>
              <date type="whenProduced">2016</date>
            </edition>
            <respStmt>
              <resp>contributor</resp>
              <name key="1291823">
                <persName>
                  <forename>Paris Dauphine-PSL</forename>
                  <surname>Administrateur</surname>
                </persName>
                <email type="md5">96236028a9bc00deae119f59d00ad1fd</email>
                <email type="domain">dauphine.fr</email>
              </name>
            </respStmt>
          </editionStmt>
          <publicationStmt>
            <distributor>CCSD</distributor>
            <idno type="halId">hal-01386489</idno>
            <idno type="halUri">https://hal.science/hal-01386489</idno>
            <idno type="halBibtex">bouchard:hal-01386489</idno>
            <idno type="halRefHtml">Springer, 2016</idno>
            <idno type="halRef">Springer, 2016</idno>
            <availability status="restricted"/>
          </publicationStmt>
          <seriesStmt>
            <idno type="stamp" n="UNIV-PARIS7" corresp="UNIV-PARIS">Université Denis Diderot - Paris VII</idno>
            <idno type="stamp" n="CNRS">CNRS - Centre national de la recherche scientifique</idno>
            <idno type="stamp" n="UNIV-DAUPHINE">Université Paris Dauphine - Paris IX</idno>
            <idno type="stamp" n="INSMI">CNRS-INSMI - INstitut des Sciences Mathématiques et de leurs Interactions</idno>
            <idno type="stamp" n="CEREMADE" corresp="UNIV-DAUPHINE">CEntre de REcherches en MAthématiques de la DEcision</idno>
            <idno type="stamp" n="PSL">Université Paris sciences et lettres</idno>
            <idno type="stamp" n="USPC">Université Sorbonne Paris Cité</idno>
            <idno type="stamp" n="UNIV-PARIS">Université Paris Cité</idno>
            <idno type="stamp" n="UNIV-DAUPHINE-PSL" corresp="PSL">Université Paris Dauphine - PSL</idno>
          </seriesStmt>
          <notesStmt>
            <note type="audience" n="2">International</note>
            <note type="popular" n="0">No</note>
          </notesStmt>
          <sourceDesc>
            <biblStruct>
              <analytic>
                <title xml:lang="fr">Fundamentals and Advanced Techniques in Derivatives Hedging</title>
                <author role="aut">
                  <persName>
                    <forename type="first">Bruno</forename>
                    <surname>Bouchard</surname>
                  </persName>
                  <email type="md5">89cb2d02105ff714d43c84e0abf24e24</email>
                  <email type="domain">ceremade.dauphine.fr</email>
                  <idno type="idhal" notation="numeric">1038139</idno>
                  <idno type="halauthorid" notation="string">1445721-1038139</idno>
                  <idno type="ORCID">https://orcid.org/0000-0002-4716-1253</idno>
                  <orgName ref="#struct-300302"/>
                  <affiliation ref="#struct-60"/>
                </author>
                <author role="aut">
                  <persName>
                    <forename type="first">Jean-François</forename>
                    <surname>Chassagneux</surname>
                  </persName>
                  <email type="md5">a308c7e9bb56bf630235b766ff1a2b8d</email>
                  <email type="domain">ensae.fr</email>
                  <idno type="idhal" notation="numeric">1229412</idno>
                  <idno type="halauthorid" notation="string">133323-1229412</idno>
                  <idno type="ORCID">https://orcid.org/0000-0003-3729-2361</idno>
                  <idno type="GOOGLE SCHOLAR">https://scholar.google.fr/citations?user=QcZ13eAAAAAJ</idno>
                  <idno type="IDREF">https://www.idref.fr/131306995</idno>
                  <idno type="VIAF">https://viaf.org/viaf/202254207</idno>
                  <idno type="ISNI">http://isni.org/isni/0000000357864021</idno>
                  <affiliation ref="#struct-300301"/>
                </author>
              </analytic>
              <monogr>
                <imprint>
                  <publisher>Springer</publisher>
                  <date type="datePub">2016</date>
                </imprint>
              </monogr>
            </biblStruct>
          </sourceDesc>
          <profileDesc>
            <langUsage>
              <language ident="en">English</language>
            </langUsage>
            <textClass>
              <keywords scheme="author">
                <term xml:lang="fr">Mathematical Finance</term>
                <term xml:lang="fr">Risk control</term>
                <term xml:lang="fr">Probability.</term>
              </keywords>
              <classCode scheme="halDomain" n="math">Mathematics [math]</classCode>
              <classCode scheme="halTypology" n="OUV">Books</classCode>
              <classCode scheme="halOldTypology" n="OUV">Books</classCode>
              <classCode scheme="halTreeTypology" n="OUV">Books</classCode>
            </textClass>
            <abstract xml:lang="en">
              <p>This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to applications, and present theoretical developments alongside various exercises, providing many examples of practical interest.A large spectrum of concepts and mathematical tools that are usually found in separate monographs are presented here. In addition to the no-arbitrage theory in full generality, this book also explores models and practical hedging and pricing issues. Fundamentals and Advanced Techniques in Derivatives Hedging further introduces advanced methods in probability and analysis, including Malliavin calculus and the theory of viscosity solutions, as well as the recent theory of stochastic targets and its use in risk management, making it the first textbook covering this topic.Graduate students in applied mathematics with an understanding of probability theory and stochastic calculus will find this book useful to gain a deeper understanding of fundamental concepts and methods in mathematical finance.</p>
            </abstract>
          </profileDesc>
        </biblFull>
      </listBibl>
    </body>
    <back>
      <listOrg type="structures">
        <org type="laboratory" xml:id="struct-60" status="VALID">
          <idno type="IdRef">088064239</idno>
          <idno type="ISNI">0000 0004 0645 4046</idno>
          <idno type="RNSR">199712592E</idno>
          <idno type="ROR">https://ror.org/03s0gj002</idno>
          <idno type="Wikidata">Q2913547</idno>
          <orgName>CEntre de REcherches en MAthématiques de la DEcision</orgName>
          <orgName type="acronym">CEREMADE</orgName>
          <date type="start">1971-01-01</date>
          <desc>
            <address>
              <addrLine>Place du Maréchal de Lattre de Tassigny 75775 - Paris Cedex 16</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.ceremade.dauphine.fr/index.html</ref>
          </desc>
          <listRelation>
            <relation active="#struct-300302" type="direct"/>
            <relation active="#struct-564132" type="indirect"/>
            <relation name="UMR7534 / URA749" active="#struct-441569" type="direct"/>
          </listRelation>
        </org>
        <org type="institution" xml:id="struct-300301" status="OLD">
          <idno type="IdRef">027542084</idno>
          <idno type="ISNI">0000000121514068</idno>
          <idno type="ROR">https://ror.org/02n7qrg46</idno>
          <orgName>Université Paris Diderot - Paris 7</orgName>
          <orgName type="acronym">UPD7</orgName>
          <date type="end">2019-12-31</date>
          <desc>
            <address>
              <addrLine>5 rue Thomas-Mann - 75205 Paris cedex 13</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.univ-paris-diderot.fr</ref>
          </desc>
        </org>
        <org type="institution" xml:id="struct-300302" status="VALID">
          <idno type="IdRef">027787109</idno>
          <idno type="ISNI">0000000120977052</idno>
          <idno type="ROR">https://ror.org/052bz7812</idno>
          <idno type="Wikidata">Q1546437</idno>
          <orgName>Université Paris Dauphine-PSL</orgName>
          <desc>
            <address>
              <addrLine>Place du Maréchal de Lattre de Tassigny75775 PARIS Cedex 16</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">https://dauphine.psl.eu/</ref>
          </desc>
          <listRelation>
            <relation active="#struct-564132" type="direct"/>
          </listRelation>
        </org>
        <org type="regroupinstitution" xml:id="struct-564132" status="VALID">
          <idno type="IdRef">241597595</idno>
          <idno type="ISNI">0000 0004 1784 3645</idno>
          <idno type="ROR">https://ror.org/013cjyk83</idno>
          <orgName>Université Paris Sciences et Lettres</orgName>
          <orgName type="acronym">PSL</orgName>
          <desc>
            <address>
              <addrLine>60 rue Mazarine 75006 Paris</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">https://www.psl.eu/</ref>
          </desc>
        </org>
        <org type="regroupinstitution" xml:id="struct-441569" status="VALID">
          <idno type="IdRef">02636817X</idno>
          <idno type="ISNI">0000000122597504</idno>
          <idno type="ROR">https://ror.org/02feahw73</idno>
          <orgName>Centre National de la Recherche Scientifique</orgName>
          <orgName type="acronym">CNRS</orgName>
          <date type="start">1939-10-19</date>
          <desc>
            <address>
              <country key="FR"/>
            </address>
            <ref type="url">https://www.cnrs.fr/</ref>
          </desc>
        </org>
      </listOrg>
    </back>
  </text>
</TEI>