Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX
Author:   Srdjan Stojanovic
Publisher:   Springer-Verlag New York Inc.
Edition:   2012 ed.
ISBN:  

9781489997814


Pages:   263
Publication Date:   29 November 2014
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX


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Overview

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. 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).

Full Product Details

Author:   Srdjan Stojanovic
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   2012 ed.
Dimensions:   Width: 15.50cm , Height: 1.50cm , Length: 23.50cm
Weight:   0.454kg
ISBN:  

9781489997814


ISBN 10:   1489997814
Pages:   263
Publication Date:   29 November 2014
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Preface.- Background Material.- Simple economies—complete and incomplete markets.- Investment Portfolio Optimization.-Pricing: Neutral and Indifference.- Hedging.- Equity Valuation and Investing.- FX Rates and FX Derivatives.- Appendix.- References.-

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