Neutral and Indifference Portfolio Pricing, Hedging and Investing With Applications in Equity and FX |
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| Author:
| Stojanovic, Srdjan |
| ISBN: | 978-0-387-71418-9 |
| Publication Date: | Aug 2011 |
| Publisher: | Springer New York
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| Imprint: | Springer |
| Book Format: | Ebook |
| List Price: | USD $59.95 |
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.