Neutral and Indifference Portfolio Pricing, Hedging and Investing With applications in Equity and FX /
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: neutr...
| Main Author: | Stojanovic, Srdjan (Author) |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York : Imprint: Springer,
2012.
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
Similar Items
-
Pricing Derivatives Under Lévy Models Modern Finite-Difference and Pseudo-Differential Operators Approach /
by: Itkin, Andrey
Published: (2017) -
Fundamentals and Advanced Techniques in Derivatives Hedging
by: Bouchard, Bruno, et al.
Published: (2016) -
Derivative Securities and Difference Methods
by: Zhu, You-lan, et al.
Published: (2013) -
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
by: Touzi, Nizar
Published: (2013) -
Financial Modeling A Backward Stochastic Differential Equations Perspective /
by: Crépey, Stéphane
Published: (2013)