| 書目名稱 | Neutral and Indifference Portfolio Pricing, Hedging and Investing | | 副標(biāo)題 | With applications in | | 編輯 | Srdjan Stojanovic | | 視頻video | http://file.papertrans.cn/665/664636/664636.mp4 | | 概述 | Presents a general theory of risk premium, pricing, and hedging of financial contracts that allows for a complete solution of problems.Uses a practical perspective with examples relevant to the financ | | 圖書封面 |  | | 描述 | .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).. | | 出版日期 | Textbook 2012 | | 關(guān)鍵詞 | Equity Valuation; FX Derivatives; Hedging; Investment Portfolio Optimization; Neutral and Indifference; q | | 版次 | 1 | | doi | https://doi.org/10.1007/978-0-387-71418-9 | | isbn_softcover | 978-1-4899-9781-4 | | isbn_ebook | 978-0-387-71418-9 | | copyright | Springer Science+Business Media, LLC 2012 |
The information of publication is updating
書目名稱Neutral and Indifference Portfolio Pricing, Hedging and Investing影響因子(影響力)
書目名稱Neutral and Indifference Portfolio Pricing, Hedging and Investing影響因子(影響力)學(xué)科排名
書目名稱Neutral and Indifference Portfolio Pricing, Hedging and Investing網(wǎng)絡(luò)公開度
書目名稱Neutral and Indifference Portfolio Pricing, Hedging and Investing網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Neutral and Indifference Portfolio Pricing, Hedging and Investing被引頻次
書目名稱Neutral and Indifference Portfolio Pricing, Hedging and Investing被引頻次學(xué)科排名
書目名稱Neutral and Indifference Portfolio Pricing, Hedging and Investing年度引用
書目名稱Neutral and Indifference Portfolio Pricing, Hedging and Investing年度引用學(xué)科排名
書目名稱Neutral and Indifference Portfolio Pricing, Hedging and Investing讀者反饋
書目名稱Neutral and Indifference Portfolio Pricing, Hedging and Investing讀者反饋學(xué)科排名
|
|
|
|Archiver|手機版|小黑屋|
派博傳思國際
( 京公網(wǎng)安備110108008328)
GMT+8, 2025-10-15 06:22
發(fā)表于 2025-3-21 16:50:26
