Bøger af Srdjan Stojanovic

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.

Provides an overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. This title includes sophisticated theories that are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming.