Neutral and Indifference Portfolio Pricing, Hedging and Investing

With applications in Equity and FX

Authors: Stojanovic, Srdjan

  • The work is based on the optimal portfolio-based theory, and allows for a complete solution of problems
  • Offers new qualitative financial insights and predictions that are out of reach for standard pricing theory
  • Coverage includes the pricing of the remaining risk in incomplete markets
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eBook $44.99
price for USA (gross)
  • ISBN 978-0-387-71418-9
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $59.95
price for USA
  • ISBN 978-0-387-71417-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $59.95
price for USA
  • ISBN 978-1-4899-9781-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
About this Textbook

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: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.

Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).

Table of contents (8 chapters)

Buy this book

eBook $44.99
price for USA (gross)
  • ISBN 978-0-387-71418-9
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $59.95
price for USA
  • ISBN 978-0-387-71417-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $59.95
price for USA
  • ISBN 978-1-4899-9781-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Neutral and Indifference Portfolio Pricing, Hedging and Investing
Book Subtitle
With applications in Equity and FX
Authors
Copyright
2012
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media, LLC
eBook ISBN
978-0-387-71418-9
DOI
10.1007/978-0-387-71418-9
Hardcover ISBN
978-0-387-71417-2
Softcover ISBN
978-1-4899-9781-4
Edition Number
1
Number of Pages
XIV, 263
Topics