Indifference Pricing: Theory and Applications - Princeton Series in Financial Engineering - - Books - Princeton University Press - 9780691138831 - January 18, 2009
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Indifference Pricing: Theory and Applications - Princeton Series in Financial Engineering

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Indifference Pricing: Theory and Applications - Princeton Series in Financial Engineering

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.

440 pages, 7 line illus. 3 tables.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released January 18, 2009
ISBN13 9780691138831
Publishers Princeton University Press
Pages 440
Dimensions 152 × 235 × 33 mm   ·   730 g
Language English  
Editor Carmona, Rene