  In this paper, we consider the pricing and hedging of a financial derivative
for an insider trader, in a model-independent setting. In particular, we
suppose that the insider wants to act in a way which is independent of any
modelling assumptions, but that she observes market information in the form of
the prices of vanilla call options on the asset. We also assume that both the
insider's information, which takes the form of a set of impossible paths, and
the payoff of the derivative are time-invariant. This setup allows us to adapt
recent work of Beiglboeck, Cox and Huesmann (2016) to prove duality results and
a monotonicity principle, which enables us to determine geometric properties of
the optimal models. Moreover, we show that this setup is powerful, in that we
are able to find analytic and numerical solutions to certain pricing and
hedging problems.
