Tallenna
Neutral and Indifference Portfolio Pricing, Hedging and Investing
With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. 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.
- Alaotsikko
- With applications in Equity and FX
- Kirjailija
- Srdjan Stojanovic
- Painos
- 2012 ed.
- ISBN
- 9780387714172
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 28.9.2011
- Kustantaja
- Springer-Verlag New York Inc.
- Sivumäärä
- 263
