Neutral and Indifference Portfolio Pricing, Hedging and Investing With Applications in Equity and FX |
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| Author:
| Stojanovic, Srdjan |
| ISBN: | 978-1-4899-9781-4 |
| Publication Date: | Nov 2014 |
| Publisher: | Springer
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| Book Format: | Paperback |
| List Price: | AUD $110.95 |
Book Description:
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Here is a general theory of risk premium, pricing and hedging of financial contracts, based on the optimal portfolio-based theory and allowing for a complete solution of problems. Coverage includes the pricing of the remaining risk in incomplete markets.
Here is a general theory of risk premium, pricing and hedging of financial contracts, based on the optimal portfolio-based theory and allowing for a complete solution of problems. Coverage includes the pricing of the remaining risk in incomplete markets.