Indifference pricing : theory and applications /

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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:
Nonlinear pricing > Mathematical models.
Prices > Mathematical models.
Tarification non linéaire > Modèles mathématiques.
Prix > Modèles mathématiques.
BUSINESS & ECONOMICS > Sales & Selling > Management.
BUSINESS & ECONOMICS > Economics > Theory.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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