logo
Supporting your high street Find out how »
Basket Image

Basket

Neutral and Indifference Portfolio Pricing, Hedging and Investing : With applications in Equity and FX, Hardback Book

Neutral and Indifference Portfolio Pricing, Hedging and Investing : With applications in Equity and FX Hardback

Description

This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors.

It is about some of the latest developments in pricing, hedging, and investing in incomplete markets.

With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing.

With regard to hedging, the most conservative and relaxed hedging formulas are derived.

With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets. Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).

Information

  • Format: Hardback
  • Pages: 263 pages, XIV, 263 p.
  • Publisher: Springer-Verlag New York Inc.
  • Publication Date:
  • Category: Monetary economics
  • ISBN: 9780387714172

Other Formats

£54.99

£45.39

 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops