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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| Médium: | Licensed eBooks |
| Jazyk: | angličtina |
| Vydáno: |
Princeton :
Princeton University Press,
©2009.
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| Edice: | Princeton series in financial engineering.
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| On-line přístup: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=313434 |
Obsah:
- Cover; Title; Copyright; Contents; Preface; PART 1. FOUNDATIONS; PART 2. DIFFUSION MODELS; PART 3. APPLICATIONS; PART 4. COMPLEMENTS; Bibliography; List of Contributors; Notation Index; Author Index; Subject Index.