Neutral and Indifference Portfolio Pricing, Hedging and Investing With applications in Equity and FX
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: neutr...
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| Autor Corporativo: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York
2012.
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| Colección: | Springer eBooks.
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| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b32905105*spi |
Tabla de Contenidos:
- Preface
- Background Material
- Simple economies—complete and incomplete markets
- Investment Portfolio Optimization.-Pricing: Neutral and Indifference
- Hedging
- Equity Valuation and Investing
- FX Rates and FX Derivatives
- Appendix
- References.-.
