TY  - GEN
T1  - Indifference pricing : theory and applications
T2  - Princeton series in financial engineering.
A2  - Carmona, R. (René)
LA  - English
PP  - Princeton
PB  - Princeton University Press
YR  - 2009
UL  - https://ebooks.jgu.edu.in/Record/ebsco_acadsubs_ocn593337132
AB  - 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, financial mathematicians and engineers developed pricing and hedging procedures that assumed complete markets. But markets are generally incomplete, and it may be impossible to hedge against all sources of randomness. Indifference Pricing offers cutting-edge procedures developed under more realistic ma.
OP  - 414
CN  - HF5416.5 .I53 2009eb
SN  - 9781400833115
SN  - 1400833116
SN  - 1282531433
SN  - 9781282531437
SN  - 9786612531439
SN  - 6612531436
SN  - 9780691138831
SN  - 0691138834
KW  - Nonlinear pricing : Mathematical models.
KW  - Prices : Mathematical models.
KW  - Tarification non linéaire : Modèles mathématiques.
KW  - Prix : Modèles mathématiques.
KW  - BUSINESS & ECONOMICS : Sales & Selling : Management.
KW  - BUSINESS & ECONOMICS : Economics : Theory.
KW  - Prices : Mathematical models
ER  -