Cargando…

Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX

Detalles Bibliográficos
Autor principal:	Stojanovic, Srdjan
Lenguaje:	eng
Publicado:	Springer 2011
Materias:	Mathematical Physics and Mathematics
Acceso en línea:	https://dx.doi.org/10.1007/978-0-387-71418-9 http://cds.cern.ch/record/1500589

Ejemplares similares

Risk-neutral valuation: pricing and hedging of financial derivatives
por: Bingham, Nicholas H, et al.
Publicado: (1998)

Risk-neutral valuation: pricing and hedging of financial derivatives
por: Bingham, Nicholas H, et al.
Publicado: (2004)

Modelling, pricing, and hedging counterparty credit exposure: a technical guide
por: Cesari, Giovanni, et al.
Publicado: (2009)

Credit risk modeling, valuation and hedging
por: Bielecki, Tomasz R, et al.
Publicado: (2004)

Fundamentals and advanced techniques in derivatives hedging
por: Bouchard, Bruno, et al.
Publicado: (2016)

Quantitative portfolio management: with applications in python
por: Brugière, Pierre
Publicado: (2020)

Algorithm portfolios: advances, applications, and challenges
por: Souravlias, Dimitris, et al.
Publicado: (2021)

Investment Banks, Hedge Funds, and Private Equity
por: Stowell, David
Publicado: (2010)

Investment Banks, Hedge Funds, and Private Equity
por: Stowell, David
Publicado: (2012)

Tactical portfolios: strategies and tactics for investing in hedge funds and liquid alternatives
por: McCann, Bailey
Publicado: (2014)

Investments: principles of portfolio and equity analysis
por: McMillan, Michael G
Publicado: (2011)

Stochastic portfolio theory
por: Fernholz, E Robert
Publicado: (2002)

Multicriteria Portfolio Management
por: Xidonas, Panos, et al.
Publicado: (2012)

Concentration risk in credit portfolios
por: Lütkebohmert, Eva
Publicado: (2009)

Multicriteria portfolio construction with Python
por: Sarmas, Elissaios, et al.
Publicado: (2020)

Risk and Portfolio Analysis: Principles and Methods
por: Hult, Henrik, et al.
Publicado: (2012)

Computational financial mathematics using Mathematica®: optimal trading in stocks and options
por: Stojanovic, Srdjan
Publicado: (2003)

Probability: with applications to investments, insurance, and engineering
por: Bean, Michael A
Publicado: (2009)

Elliptically contoured models in statistics and portfolio theory
por: Gupta, Arjun K, et al.
Publicado: (2013)

Introduction to modern portfolio optimization with NuOPT and S-PLUS
por: Scherer, Bernd, et al.
Publicado: (2005)

Investing in Hedge Funds
por: Bali, Turan
Publicado: (2013)

Investing in hedge funds
por: Nicholas, Joseph G
Publicado: (2005)

Investment in uncertainty
por: Gil-Aluja, Jaime
Publicado: (1999)

Optimal investment
por: Rogers, L C G
Publicado: (2013)

Adaptation to DNA damage as a bet-hedging mechanism in a fluctuating environment
por: Roux, Pierre, et al.
Publicado: (2021)

Statistical decision problems: selected concepts and portfolio safeguard case studies
por: Zabarankin, Michael, et al.
Publicado: (2014)

Mathematical risk analysis: dependence, risk bounds, optimal allocations and portfolios
por: Rüschendorf, Ludger
Publicado: (2013)

Hedging crash risk in optimal portfolio selection
por: Zhu, Shushang, et al.
Publicado: (2020)

Option Prices as Probabilities
por: Profeta, Cristophe
Publicado: (2010)

Utility indifference pricing of insurance catastrophe derivatives
por: Eichler , Andreas, et al.
Publicado: (2017)

Investing in credit hedge funds
por: Pascualy, Putri
Publicado: (2014)

Index theory and price statistics
por: von der Lippe, Peter
Publicado: (2011)

Energy Pricing: Economics and Principles
por: Conkling, Roger L
Publicado: (2011)

Asset pricing: modeling and estimation
por: Kellerhals, B Philipp
Publicado: (2004)

Derivative Pricing in Discrete Time
por: Cutland, Nigel J, et al.
Publicado: (2013)

Introduction to option pricing theory
por: Kallianpur, Gopinath, et al.
Publicado: (2000)

Telegraph processes and option pricing
por: Kolesnik, Alexander D, et al.
Publicado: (2013)

Quantitative investing: from theory to industry
por: Ma, Lingjie
Publicado: (2020)

An introduction to the mathematics of money: saving and investing
por: Lovelock, David, et al.
Publicado: (2007)

Pricing and hedging of derivative securities
por: Nielsen, Lars Tyge
Publicado: (1999)

Cannot write session to /tmp/vufind_sessions/sess_84s4pi418gs2hffvrv992gu0cl