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...

全面介绍

书目详细资料
其他作者: Carmona, R. (René)
格式: Licensed eBooks
语言:英语
出版: Princeton : Princeton University Press, ©2009.
丛编:Princeton series in financial engineering.
在线阅读:https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=313434