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1.525,95 kr.

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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.

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Sprog:
Engelsk

ISBN:
9780691138831

Forlag:
Princeton University Press

Indbinding:
Hardback

Sideantal:
440

Udgivet:
18. januar 2009

Størrelse:
152x235x33 mm.

Vægt:
730 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 22. januar 2025

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1.475,95 kr.

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Beskrivelse af Indifference Pricing

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.

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Business og læring > Økonomi og finans

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