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Indifference Pricing: Theory and Applications - Princeton Series in Financial Engineering Carmona
Indifference Pricing: Theory and Applications - Princeton Series in Financial Engineering
Carmona
Introduces the concept of indifference pricing in models of discrete time and finite state spaces where duality theory can be exploited readily. This book also discusses utility indifference pricing for diffusion models, and addresses problems of optimal design of derivatives.
440 pages, 7 line illus. 3 tables.
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2009. gada 18. janvāris |
| ISBN13 | 9780691138831 |
| Izdevēji | Princeton University Press |
| Lapas | 440 |
| Izmēri | 152 × 235 × 33 mm · 725 g |
| Valoda | Angļu |
| Redaktors | Carmona, Rene |