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. Rene 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
Otros Autores: Carmona, R. (Rene)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, 2009.
Colección:Book collections on Project MUSE.
Temas:
Prices > Mathematical models.
BUSINESS & ECONOMICS > Economics > Theory.
BUSINESS & ECONOMICS > Sales & Selling > Management.
Prix > Modeles mathematiques.
Tarification non lineaire > Modeles mathematiques.
Nonlinear pricing > Mathematical models.
Electronic books.
Acceso en línea:Texto completo

MARC

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245 0 0 |a Indifference Pricing :   |b Theory and Applications /   |c edited by Rene Carmona. 
264 1 |a Princeton :  |b Princeton University Press,  |c 2009. 
264 3 |a Baltimore, Md. :  |b Project MUSE,   |c 2015 
264 4 |c ©2009. 
300 |a 1 online resource (440 pages):   |b illustrations 
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490 0 |a Princeton series in financial engineering 
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. 
520 |a This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. Rene 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. 
546 |a English. 
588 |a Description based on print version record. 
650 7 |a Prices  |x Mathematical models.  |2 fast  |0 (OCoLC)fst01076221 
650 7 |a BUSINESS & ECONOMICS  |x Economics  |x Theory.  |2 bisacsh 
650 7 |a BUSINESS & ECONOMICS  |x Sales & Selling  |x Management.  |2 bisacsh 
650 6 |a Prix  |x Modeles mathematiques. 
650 6 |a Tarification non lineaire  |x Modeles mathematiques. 
650 0 |a Prices  |x Mathematical models. 
650 0 |a Nonlinear pricing  |x Mathematical models. 
655 7 |a Electronic books.   |2 local 
700 1 |a Carmona, R.  |q (Rene) 
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830 0 |a Book collections on Project MUSE. 
856 4 0 |z Texto completo  |u https://projectmuse.uam.elogim.com/book/31154/ 
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945 |a Project MUSE - Archive Complete Supplement III 
945 |a Project MUSE - Archive Political Science and Policy Studies Supplement III 

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