Indifference Pricing
Theory and Applications
Specificaties
Gebonden, 440 blz.
|
EN
Princeton University Press |
2009
ISBN13: 9780691138831
Rubricering
Onderdeel van serie
Princeton Series in Financial Engineering
Levertijd ongeveer 16 werkdagen
Gratis verzonden
Samenvatting
Introduces the concept of indifference pricing in models of discrete time and finite state spaces where duality theory can be exploited readily. This book also discusses utility indifference pricing for diffusion models, and addresses problems of optimal design of derivatives.
Specificaties
ISBN13:9780691138831
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:440
Uitgever:Princeton University Press
Hoofdrubriek:Economie