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Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX
Srdjan Stojanovic
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Description for Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX
Hardcover. Here is a general theory of risk premium, pricing and hedging of financial contracts, based on the optimal portfolio-based theory and allowing for a complete solution of problems. Coverage includes the pricing of the remaining risk in incomplete markets. Num Pages: 263 pages, biography. BIC Classification: KCBM; KFFM; PBW. Category: (P) Professional & Vocational. Dimension: 239 x 162 x 21. Weight in Grams: 546. 280 pages, 1, black & white illustrations. Here is a general theory of risk premium, pricing and hedging of financial contracts, based on the optimal portfolio-based theory and allowing for a complete solution of problems. Coverage includes the pricing of the remaining risk in incomplete markets. Cateogry: (P) Professional & Vocational. BIC Classification: KCBM; KFFM; PBW. Dimension: 239 x 162 x 21. Weight: 546.
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 ... Read more
Show LessProduct Details
Publisher
Springer
Number of pages
264
Format
Hardback
Publication date
2011
Condition
New
Weight
28g
Number of Pages
263
Place of Publication
New York, NY, United States
ISBN
9780387714172
SKU
V9780387714172
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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