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, financial mathematicians and engineers developed pricing and hedging procedures that assumed complete markets. But markets are generally incomplete, and it may be impossible to hedge against all sources of randomness. Indifference Pricing offers cutting-edge procedures developed under more realistic market assumptions. The book begins by introducing th…
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Produktdetails
- ISBN: 978-1-4008-3311-5
- EAN: 9781400833115
- Produktnummer: 19574292
- Verlag: Princeton University Press
- Sprache: Englisch
- Erscheinungsjahr: 2008
- Seitenangabe: 440 S.
- Plattform: PDF
- Masse: 3'140 KB
Über den Autor
Edited by René Carmona
1 weiteres Werk von Rene (Hrsg.) Carmona:
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