Neutral and indifference portfolio pricing, hedging and investing : with applications in equity and FX

Srdjan Stojanovi

1. Background material -- 2. 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

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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]