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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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Carmona, R. (René)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, ©2009.
Colección:Princeton series in financial engineering.
Temas:
Acceso en línea:Texto completo