Indifference pricing : theory and applications /
This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René 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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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Princeton :
Princeton University Press,
©2009.
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| Series: | Princeton series in financial engineering.
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| Subjects: | |
| Online Access: | CONNECT CONNECT CONNECT |
MARC
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| 245 | 0 | 0 | |a Indifference pricing : |b theory and applications / |c edited by René Carmona. |
| 260 | |a Princeton : |b Princeton University Press, |c ©2009. | ||
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| 504 | |a Includes bibliographical references (pages 387-404) and indexes. | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René 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, financial mathematicians and engineers developed pricing and hedging procedures that assumed complete markets. But markets are generally incomplete, and it may be impossible to hedge against all sources of randomness. Indifference Pricing offers cutting-edge procedures developed under more realistic ma. | ||
| 505 | 0 | |a Cover; Title; Copyright; Contents; Preface; PART 1. FOUNDATIONS; PART 2. DIFFUSION MODELS; PART 3. APPLICATIONS; PART 4. COMPLEMENTS; Bibliography; List of Contributors; Notation Index; Author Index; Subject Index. | |
| 546 | |a English. | ||
| 500 | |a EBSCO eBook Academic Comprehensive Collection North America |5 TMurS | ||
| 500 | |a Books at JSTOR Evidence Based Acquisitions |5 TMurS | ||
| 500 | |a EBSCO eBook Business Collection |5 TMurS | ||
| 500 | |a Project MUSE Universal EBA Ebooks |5 TMurS | ||
| 650 | 0 | |a Nonlinear pricing |x Mathematical models. | |
| 650 | 0 | |a Prices |x Mathematical models. | |
| 700 | 1 | |a Carmona, R. |q (René) |1 https://id.oclc.org/worldcat/entity/E39PBJht96QrY84fcbGwwMm8G3 | |
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