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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Détails bibliographiques
Autres auteurs: Carmona, R. (Rene)
Format: Électronique eBook
Langue:Inglés
Publié: Princeton : Princeton University Press, 2009.
Collection:Book collections on Project MUSE.
Sujets:
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.
Accès en ligne:Texto completo

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