Neutral and Indifference Portfolio Pricing, Hedging and Investing
With applications in Equity and FX. -a blueprint for systemic financial engineering
(Sprache: Englisch)
Here is a general theory of risk premium, pricing and hedging of financial contracts, based on the optimal portfolio-based theory and allowing for a complete solution of problems. Coverage includes the pricing of the remaining risk in incomplete markets.
Jetzt vorbestellen
versandkostenfrei
Buch (Gebunden)
54.99 €
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
- Ratenzahlung möglich
Produktdetails
Produktinformationen zu „Neutral and Indifference Portfolio Pricing, Hedging and Investing “
Here is a general theory of risk premium, pricing and hedging of financial contracts, based on the optimal portfolio-based theory and allowing for a complete solution of problems. Coverage includes the pricing of the remaining risk in incomplete markets.
Klappentext zu „Neutral and Indifference Portfolio Pricing, Hedging and Investing “
This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).
Inhaltsverzeichnis zu „Neutral and Indifference Portfolio Pricing, Hedging and Investing “
Preface.- Background Material.- Simple economies-complete and incomplete markets.- Investment Portfolio Optimization.-Pricing: Neutral and Indifference.- Hedging.- Equity Valuation and Investing.- FX Rates and FX Derivatives.- Appendix.- References.-
Bibliographische Angaben
- Autor: Srdjan Stojanovic
- 2011, XIV, 263 Seiten, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer, Berlin
- ISBN-10: 0387714170
- ISBN-13: 9780387714172
- Erscheinungsdatum: 28.09.2011
Sprache:
Englisch
Kommentar zu "Neutral and Indifference Portfolio Pricing, Hedging and Investing"
Schreiben Sie einen Kommentar zu "Neutral and Indifference Portfolio Pricing, Hedging and Investing".
Kommentar verfassen