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Download e-book for iPad: Neutral and Indifference Portfolio Pricing, Hedging and by Srdjan Stojanovic

By Srdjan Stojanovic

This ebook is written for quantitative finance pros, scholars, educators, and mathematically prone person traders. it's approximately a few of the newest advancements in pricing, hedging, and making an investment in incomplete markets. in regards to pricing, frameworks are absolutely elaborated: impartial and indifference pricing. in regards to hedging, the main conservative and comfortable hedging formulation are derived. with reference to making an investment, the impartial pricing method is usually regarded as a device for connecting industry asset costs with optimum positions in such assets.

Srdjan D. Stojanovic is Professor within the division of Mathematical Sciences at collage of Cincinnati (USA) and Professor within the middle for monetary Engineering at Suzhou college (China).

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Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX by Srdjan Stojanovic

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