Neutral and Indifference Portfolio Pricing, Hedging and Investing With applications in Equity and FX /

• 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: Mathematics.; Partial differential equations.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Computer mathematics.; Macroeconomics.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.; Computational Mathematics and Numerical Analysis.; Partial Differential Equations.; Applications of Mathematics.

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...

Table of Contents:

• Preface
• Background Material
• Simple economies—complete and incomplete markets
• Investment Portfolio Optimization.-Pricing: Neutral and Indifference
• Hedging
• Equity Valuation and Investing
• FX Rates and FX Derivatives
• Appendix
• References.-.