Indifference Pricing : : Theory and Applications /

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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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013
MitwirkendeR:
Barrieu, Pauline,
Bielecki, Tomasz R.,
Carmona, René,
Elliott, Robert J.,
Hamadène, Said,
Henderson, Vicky,
Hobson, David,
Hoek, John van der,
Ilhan, Aytac,
Jeanblanc, Monique,
Jonsson, Mattias,
Karoui, Nicole El,
Matoussi, Anis,
Musiela, Marek,
Sircar, Ronnie,
Zariphopoulou, Thaleia,
HerausgeberIn:
Carmona, René,
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
Online Access:
Physical Description:1 online resource (440 p.) :; 7 line illus. 3 tables.
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