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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton :
Princeton University Press,
©2009.
|
| Colección: | Princeton series in financial engineering.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 0 | |a Indifference pricing : |b theory and applications / |c edited by René Carmona. |
| 260 | |a Princeton : |b Princeton University Press, |c ©2009. | ||
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| 490 | 1 | |a Princeton series in financial engineering | |
| 504 | |a Includes bibliographical references (pages 387-404) and indexes. | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a 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 ma. | ||
| 505 | 0 | |a 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. | |
| 546 | |a English. | ||
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| 590 | |a JSTOR |b Books at JSTOR Evidence Based Acquisitions | ||
| 590 | |a JSTOR |b Books at JSTOR Demand Driven Acquisitions (DDA) | ||
| 650 | 0 | |a Nonlinear pricing |x Mathematical models. | |
| 650 | 0 | |a Prices |x Mathematical models. | |
| 650 | 6 | |a Tarification non linéaire |x Modèles mathématiques. | |
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| 650 | 7 | |a Prices |x Mathematical models. |2 fast |0 (OCoLC)fst01076221 | |
| 700 | 1 | |a Carmona, R. |q (René) | |
| 776 | 0 | 8 | |i Print version: |t Indifference pricing. |d Princeton : Princeton University Press, ©2009 |z 9780691138831 |w (DLC) 2008036265 |w (OCoLC)244293258 |
| 830 | 0 | |a Princeton series in financial engineering. | |
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