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Optimal portfolio series formula under dynamic appreciation rate uncertainty

Stojanovic, Srdjan - In: The journal of computational finance 8 (2004/2005) 2, pp. 19-54

Persistent link: https://www.econbiz.de/10002597566

Any-utility neutral and indifference pricing and hedging

Stojanovic, Srdjan - In: Risk and decision analysis 4 (2013) 2, pp. 103-118

Persistent link: https://www.econbiz.de/10009782551

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

Stojanovic, Srdjan - 2011

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

Persistent link: https://www.econbiz.de/10009315225

Pricing portfolios of contracts on cumulative temperature with risk premium determination

Stojanovic, Srdjan; Göncü, Ahmet - In: Risk and decision analysis 5 (2014) 1, pp. 75-98

Persistent link: https://www.econbiz.de/10010492577

Computational financial mathematics using Mathematica : optimal trading in stocks and options

Stojanovic, Srdjan - 2003

Persistent link: https://www.econbiz.de/10001672799

Equity valuation: the effect of market share dynamics on the value of multiple product lines

Stojanovic, Srdjan - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 250-258

Persistent link: https://www.econbiz.de/10003865060

Optimal portfolio formulas for some mean-reverting price models

Stojanovic, Srdjan - In: Journal of financial engineering 1 (2014) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10010508085

Equity valuation: the effect of market share dynamics on the value of multiple product lines

Stojanovic, Srdjan - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 250-258

Persistent link: https://www.econbiz.de/10009883639

Foreign Exchange Derivatives

Stojanovic, Srdjan D. - 2007

We establish general theory of foreign exchange derivatives (FXD), for multidimensional, possibly incomplete, Itô SDE market/econometric models. The established theory is consistent with the one of foreign exchange rates (FXR) introduced by the author in a previous note. A very simple example...

Persistent link: https://www.econbiz.de/10014224583

Foreign Exchange Rates

Stojanovic, Srdjan D. - 2007

We establish a simple, yet completely general model for foreign exchange rates (FXR), in the context of multidimensional, possibly incomplete, Ito SDE market/econometric models. A very simple example is presented as well

Persistent link: https://www.econbiz.de/10014224586