Indifference Pricing : : Theory and Applications / / ed. by René Carmona.
This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a who's who of leading experts in the field to provide the definitive introduction for students, scholars, and researchers. Until recently,...
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Superior document: | Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
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MitwirkendeR: | |
HerausgeberIn: | |
Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2008] ©2009 |
Year of Publication: | 2008 |
Edition: | Course Book |
Language: | English |
Series: | Princeton Series in Financial Engineering
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Online Access: | |
Physical Description: | 1 online resource (440 p.) :; 7 line illus. 3 tables. |
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