Neutral and Indifference Portfolio Pricing, Hedging and Investing

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Srdjan Stojanovic, "Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX"
| ISBN: 0387714170 | 2011 | PDF | 277 pages |

This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors.

It is about some of the latest developments in pricing, hedging, and investing in incomplete markets.

With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing.

With regard to hedging, the most conservative and relaxed hedging formulas are derived.

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. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA)

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Neutral and Indifference Portfolio Pricing, Hedging
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关键词：Indifference difference Investing Portfolio Portfoli frameworks individual investing finance

这本书是很新的额。

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