Indifference Pricing: Theory and Applications

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Indifference Pricing: Theory and Applications

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Indifference Pricing: Theory and Applications

Indifference Pricing: Theory and Applications

  • Brand: Unbranded
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Description

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.
  • Brand: Unbranded
  • Category: Business, Finance & Law
  • Format: Hardback
  • Language: English
  • Publication Date: 2022-02-18
  • Publisher / Label: Princeton University Press
  • Author: Rene Carmona
  • Number of Pages: 440
  • Fruugo ID: 348104571-760363406
  • ISBN: 9780691138831

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