Neutral and indifference portfolio pricing, hedging and investing : with applications in equity and FX
Srdjan Stojanovi
| Year of publication: |
c 2011
|
|---|---|
| Authors: | Stojanovic, Srdjan |
| Publisher: |
New York, NY : Springer |
| Subject: | Finanzmathematik | Mathematical finance | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Hedging | Unvollkommener Markt | Incomplete market | Theorie | Theory | Portfolio Selection | Mathematische Methode |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XIV, 263 S. graph. Darst. 24 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 1. Background material2. Simple economics: complete and incomplete markets -- 3. Investment portfolio optimization -- 4. Pricing: neutral and indifferences -- 5. Hedging -- 6. Equity valuation and investing: continuous-time accounting -- 7. FX rates and FX derivatives. Erscheint: 01. Juli 2011 |
| ISBN: | 978-0-387-71417-2 ; 0-387-71417-0 ; 978-0-387-71418-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009315225