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Neutral and Indifference Portfolio Pricing, Hedging and Investing

von Srdjan Stojanovic
Softcover - 9781489997814
53,49 €
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Hardcover - 9780387714172
53,49 €

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Weitere Formate

Hardcover - 9780387714172
53,49 €

Beschreibung

This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.

Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).

With applications in Equity and FX

With applications in Equity and FX

Details

Verlag Springer US
Ersterscheinung 29. November 2014
Maße 23.5 cm x 15.5 cm
Gewicht 429 Gramm
Format Softcover
ISBN-13 9781489997814
Auflage 2012
Seiten 263

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