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EBOOK
Title Indifference pricing : theory and applications / edited by Rene Carmona.
Imprint Princeton : Princeton University Press, 2009.

Series Princeton series in financial engineering
Princeton series in financial engineering.
Subject Nonlinear pricing -- Mathematical models.
Prices -- Mathematical models.
Alt Name Carmona, R. (Rene)
Description 1 online resource (xi, 414 pages) : illustrations
Bibliography Note Includes bibliographical references (pages 387-404) and indexes.
Note Print version record.
Summary This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. Rene 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, financial mathematicians and engineers developed pricing and hedging procedures that assumed complete markets. But markets are generally incomplete, and it may be impossible to hedge against all sources of randomness. Indifference Pricing offers cutting-edge procedures developed under more realistic ma.
Contents Cover; Title; Copyright; Contents; Preface; PART 1. FOUNDATIONS; PART 2. DIFFUSION MODELS; PART 3. APPLICATIONS; PART 4. COMPLEMENTS; Bibliography; List of Contributors; Notation Index; Author Index; Subject Index.
Note English.
ISBN 9781400833115 (electronic bk.)
1400833116 (electronic bk.)
9780691138831 (hbk. ; alk. paper)
0691138834
1282531433
9781282531437
9786612531439
6612531436
OCLC # 593337132
Additional Format Print version: Indifference pricing. Princeton : Princeton University Press, 2009 9780691138831 (DLC) 2008036265 (OCoLC)244293258



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