Indifference Pricing: Theory and Applications (Princeton Series in Financial Engineering)

New
Illustrated
2008
$124.18

Introduces the concept of indifference pricing in models of discrete time and finite state spaces where duality theory can be exploited readily. This book also discusses utility indifference pricing for diffusion models, and addresses problems of optimal design of derivatives.

Synopsis

Introduces the concept of indifference pricing in models of discrete time and finite state spaces where duality theory can be exploited readily. This book also discusses utility indifference pricing for diffusion models, and addresses problems of optimal design of derivatives.

$124.18

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More Information

Format: Illustrated
Pages: 440
Edition: Illustrated
Publisher: Princeton University Press
Published: 29 Dec 2008
ISBN 10: 0691138834
ISBN 13: 9780691138831

Indifference Pricing: Theory and Applications (Princeton Series in Financial Engineering)

New

$124.18

Synopsis

$124.18

More Information