Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: Ebooksweb, Bensalem, PA, Estados Unidos de America
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Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: SecondSale, Montgomery, IL, Estados Unidos de America
Condición: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: Labyrinth Books, Princeton, NJ, Estados Unidos de America
Condición: New.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: StainesBook, Weybridge, SURRE, Reino Unido
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: Basi6 International, Irving, TX, Estados Unidos de America
Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: Ebooksweb, Bensalem, PA, Estados Unidos de America
Condición: VeryGood. signs of little wear on the cover.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: Ebooksweb, Bensalem, PA, Estados Unidos de America
Condición: LikeNew. Remainder mark.
Publicado por Princeton University Press, New Jersey, 2008
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: MARCIAL PONS LIBRERO, MADRID, España
TAPA DURA. Condición: New.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: As New. Unread book in perfect condition.
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: GF Books, Inc., Hawthorne, CA, Estados Unidos de America
Condición: Good. Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. 1.63.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: GreatBookPricesUK, Castle Donington, DERBY, Reino Unido
Condición: New.
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.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: booksXpress, Bayonne, NJ, Estados Unidos de America
Hardcover. Condición: new. This item is printed on demand.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Hardback. Condición: New. New copy - Usually dispatched within 4 working days.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Condición: New. In.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: GreatBookPricesUK, Castle Donington, DERBY, Reino Unido
Condición: As New. Unread book in perfect condition.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
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. . . . . Books ship from the US and Ireland.
Publicado por Princeton University Press 2009-01-18, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: Chiron Media, Wallingford, Reino Unido
Hardcover. Condición: New.
Publicado por Princeton Univ Pr, 2008
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: Revaluation Books, Exeter, Reino Unido
Hardcover. Condición: Brand New. 440 pages. 9.10x6.40x1.30 inches. In Stock. This item is printed on demand.
Publicado por Princeton University Press, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: BennettBooksLtd, North Las Vegas, NV, Estados Unidos de America
hardcover. Condición: New. In shrink wrap! Looks like an interesting title!.
Publicado por Princeton Univ Pr, 2008
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: Revaluation Books, Exeter, Reino Unido
Hardcover. Condición: Brand New. 440 pages. 9.10x6.40x1.30 inches. In Stock.
Publicado por PRINCETON UNIV PR, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: moluna, Greven, Alemania
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 de.
Publicado por Princeton University Press Jan 2009, 2009
ISBN 10: 0691138834 ISBN 13: 9780691138831
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Buch. Condición: Neu. Neuware - 'This book sets out to elucidate various conceptual and methodological aspects of indifference pricing, and it succeeds with flying colors. Indifference Pricing gives an interesting overview of this new field and is written in a careful, professional, and clear manner. It will be of interest to graduate student's in mathematics, finance, and economics, as well as mathematicians working in mathematical finance and quantitatively minded economists.'--Gordan Zitkovic, University of Texas, Austin.