Publicado por Springer, 2004
ISBN 10: 0387202862 ISBN 13: 9780387202860
Librería: ThriftBooks-Atlanta, AUSTELL, GA, Estados Unidos de America
Hardcover. Condición: Fair. No Jacket. Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less 2.
Publicado por Springer, 2004
ISBN 10: 0387202862 ISBN 13: 9780387202860
Librería: ThriftBooks-Dallas, Dallas, TX, Estados Unidos de America
Hardcover. Condición: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 2.
Publicado por Springer, 2004
ISBN 10: 0387202862 ISBN 13: 9780387202860
Librería: Books Puddle, New York, NY, Estados Unidos de America
Condición: New. pp. xvi + 451 1st Edition.
Publicado por Springer, 2004
ISBN 10: 0387202862 ISBN 13: 9780387202860
Librería: WeBuyBooks, Rossendale, LANCS, Reino Unido
Condición: Good. Most items will be dispatched the same or the next working day. Previously water damaged, slight waving to the pages.
Publicado por Springer, 2004
ISBN 10: 0387202862 ISBN 13: 9780387202860
Librería: Majestic Books, Hounslow, Reino Unido
Condición: New. pp. xvi + 451 Illus.
Publicado por Springer, 2004
ISBN 10: 0387202862 ISBN 13: 9780387202860
Librería: Biblios, Frankfurt am main, HESSE, Alemania
Condición: New. pp. xvi + 451 Illus.
Publicado por SPRINGER VERLAG GMBH, 2004
ISBN 10: 0387202862 ISBN 13: 9780387202860
Librería: Buchpark, Trebbin, Alemania
Condición: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. | Seiten: 455 | Sprache: Englisch | Produktart: Bücher.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condición: New. Introduces the concept of indifference pricing in models of discrete time and finite state spaces where duality theory can be exploited readily. This book also discusses utility indifference pricing for diffusion models, and addresses problems of optimal design of derivatives. Editor(s): Carmona, Rene. Series: Princeton Series in Financial Engineering. Num Pages: 440 pages, 7 line illus. 3 tables. BIC Classification: KCA; KFF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 229 x 152 x 33. Weight in Grams: 730. . 2008. Hardcover. . . . .
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: 369 Bookstore _[~ 369 Pyramid Inc ~]_, Dover, DE, Estados Unidos de America
Hardcover. Condición: Good. This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. Ren? 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 market assumptions.The book begins by introducing the concept of indifference pricing in the simplest possible models of discrete time and finite state spaces where duality theory can be exploited readily. It moves into a more technical discussion of utility indifference pricing for diffusion models, and then addresses problems of optimal design of derivatives by extending the indifference pricing paradigm beyond the realm of utility functions into the realm of dynamic risk measures. Focus then turns to the applications, including portfolio optimization, the pricing of defaultable securities, and weather and commodity derivatives. The book features original mathematical results and an extensive bibliography and indexes.In addition to the editor, the contributors are Pauline Barrieu, Tomasz R. Bielecki, Nicole El Karoui, Robert J. Elliott, Said Hamad?ne, Vicky Henderson, David Hobson, Aytac Ilhan, Monique Jeanblanc, Mattias Jonsson, Anis Matoussi, Marek Musiela, Ronnie Sircar, John van der Hoek, and Thaleia Zariphopoulou.The first book on utility indifference pricingExplains the fundamentals of indifference pricing, from simple models to the most technical onesGoes beyond utility functions to analyze optimal risk transfer and the theory of dynamic risk measuresCovers non-Markovian and partially observed models and applications to portfolio optimization, defaultable securities, static and quadratic hedging, weather derivatives, and commoditiesIncludes extensive bibliography and indexesProvides essential reading for PhD students, researchers, and professionals.