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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| 格式: | Licensed eBooks |
| 语言: | 英语 |
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Princeton :
Princeton University Press,
©2009.
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| 丛编: | Princeton series in financial engineering.
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| 在线阅读: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=313434 |
书本目录:
- 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.