Indifference pricing : theory and applications /

This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a who's who of leading experts in the field to provide the definitive introduction for students, scholars, and researchers. Until recently...

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מחברים אחרים: Carmona, R. (René)
פורמט: Licensed eBooks
שפה:אנגלית
יצא לאור: Princeton : Princeton University Press, ©2009.
סדרה:Princeton series in financial engineering.
גישה מקוונת:https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=313434