Neutral and Indifference Portfolio Pricing, Hedging and Investing With applications in Equity and FX - edition reliée, livre de poche
2011, ISBN: 0387714170
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Neutral and Indifference Portfolio Pricing, Hedging and Investing With applications in Equity and FX - livre d'occasion
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Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX - edition reliée, livre de poche
2011, ISBN: 0387714170
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Neutral and Indifference Portfolio Pricing, Hedging and Investing With applications in Equity and FX - edition reliée, livre de poche
2011, ISBN: 0387714170
[EAN: 9780387714172], Gebraucht, guter Zustand, [SC: 0.0], [PU: Springer US], PARTIAL DIFFERENTIAL EQUATIONS,EQUITY VALUATION,HEDGING,NEUTRAL AND INDIFFERENCE,INVESTMENT PORTFOLIO OPTIMIZ… Plus…
Stojanovic, Srdjan:
Neutral and Indifference Portfolio Pricing, Hedging and Investing With applications in Equity and FX 2012 - livre d'occasion2011, ISBN: 9780387714172
2012 10168061/1 Versandkostenfreie Lieferung partial differential equations,Equity Valuation,Hedging,Neutral and Indifference,Investment Portfolio Optimization,quantitative finance,FX Der… Plus…
Neutral and Indifference Portfolio Pricing, Hedging and Investing With applications in Equity and FX - livre d'occasion
2011
ISBN: 9780387714172
[PU: Springer US], 10168061/1, DE, [SC: 3.00], gebraucht; sehr gut, gewerbliches Angebot, 2012, Banküberweisung, Kreditkarte, PayPal, Klarna-Sofortüberweisung, Internationaler Versand
Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX - edition reliée, livre de poche
2011, ISBN: 0387714170
[EAN: 9780387714172], Used, as new, [PU: Springer], Like New, Books
Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX [Hardcover ] - edition reliée, livre de poche
2011, ISBN: 0387714170
[EAN: 9780387714172], New book, [PU: Springer], Books
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Informations détaillées sur le livre - Neutral and Indifference Portfolio Pricing Hedging and Investing by Srdjan Stojanovic Hardcover | Indigo Chapters
EAN (ISBN-13): 9780387714172
ISBN (ISBN-10): 0387714170
Version reliée
Livre de poche
Date de parution: 20110910
Editeur: Srdjan Stojanovic
263 Pages
Poids: 0,547 kg
Langue: Englisch
Livre dans la base de données depuis 2011-08-07T08:49:48+02:00 (Paris)
Page de détail modifiée en dernier sur 2024-01-26T00:02:57+01:00 (Paris)
ISBN/EAN: 0387714170
ISBN - Autres types d'écriture:
0-387-71417-0, 978-0-387-71417-2
Autres types d'écriture et termes associés:
Auteur du livre: stojan, stojanov, srdjan stojanovic
Titre du livre: hedging, portfolio, neutral
Données de l'éditeur
Auteur: Srdjan Stojanovic
Titre: Neutral and Indifference Portfolio Pricing, Hedging and Investing - With applications in Equity and FX
Editeur: Springer; Springer US
263 Pages
Date de parution: 2011-09-28
New York; NY; US
Imprimé / Fabriqué en
Poids: 0,588 kg
Langue: Anglais
53,49 € (DE)
54,99 € (AT)
59,00 CHF (CH)
POD
XIV, 263 p.
BB; Quantitative Finance; Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika; Angewandte Mathematik; Verstehen; Equity Valuation; FX Derivatives; Hedging; Investment Portfolio Optimization; Neutral and Indifference; quantitative finance; partial differential equations; Macroeconomics/Monetary Economics//Financial Economics; Computational Mathematics and Numerical Analysis; Partial Differential Equations; Applications of Mathematics; Mathematics in Business, Economics and Finance; Macroeconomics and Monetary Economics; Computational Mathematics and Numerical Analysis; Differential Equations; Applications of Mathematics; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Makroökonomie; Numerische Mathematik; Differentialrechnung und -gleichungen; BC; EA
This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.While there are many books on the financial mathematics of incomplete markets based on probability, and equivalent martingale measure approach to pricing, this book is based solely on the analytical aspects of stochastic control, or more precisely, portfolio optimization. Namely, relying solely on portfolio optimization, neutral and indifference pricing as well as hedging methodologies were fully developed in the context of arbitrary diffusive Markovian market models and portfolios of contracts. That was made possible by some recent discoveries, the most specific one being a recently found matrix inverse – the fundamental matrix of derivatives pricing and hedging. This approach, while very general, is very feasible for practical implementations. So, many examples are fully derived. The reader will get the full understanding of the relationship between neutral and indifference pricing, how to implement either one of these pricing methodologies, how to implement hedging methodologies, and how to apply all these in equity portfolio valuations and foreign exchange.Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).Autres livres qui pourraient ressembler au livre recherché:
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