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Indifference Pricing: Theory and Applications - Princeton Series in Financial Engineering
Indifference Pricing: Theory and Applications - Princeton Series in Financial Engineering
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.
440 pages, 7 line illus. 3 tables.
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 18 de janeiro de 2009 |
ISBN13 | 9780691138831 |
Editoras | Princeton University Press |
Páginas | 440 |
Dimensões | 152 × 235 × 33 mm · 730 g |
Idioma | English |
Editor | Carmona, Rene |