Spara
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.
- Undertitel
- With applications in Equity and FX
- Författare
- Srdjan Stojanovic
- Upplaga
- 2012 ed.
- ISBN
- 9780387714172
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2011-09-28
- Sidor
- 263
