株式会社極東書店トップ ＞ 商品一覧 ＞ Neutral and Indifference Portfolio Pricing, Hedging and Investing : With applications in Equity and FX. 2012 ed..
商品詳細
Neutral and Indifference Portfolio Pricing, Hedging and Investing : With applications in Equity and FX. 2012 ed..
・ISBN 978-1-4899-9781-4 paper EUR 49.99
￥13,361.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Stojanovic, Srdjan, |
|---|---|
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2014 |
| ページ数 | 263 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-23975＞ |
解説
This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.
Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).