Neutral and indifference portfolio pricing, hedging and investing with applications in equity and FX

1. Background material2. Simple economics: complete and incomplete markets -- 3. Investment portfolio optimization -- 4. Pricing: neutral and indifferences -- 5. Hedging -- 6. Equity valuation and investing: continuous-time accounting -- 7. FX rates and FX derivatives.

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Bibliographische Detailangaben
1. Verfasser:	Stojanovic, Srdjan (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	New York, NY, Heidelberg u.a. Springer c 2011
Schlagworte:	Finanzmathematik > Portfolio-Management > Optionspreistheorie > Hedging > Unvollkommener Markt > Theorie > Hedging (Finance) > Investments > Financial futures > Portfolio Selection > Mathematische Methode
Online Zugang:	Inhaltsverzeichnis Cover Inhaltstext
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Beschreibung
Zusammenfassung:	1. Background material2. Simple economics: complete and incomplete markets -- 3. Investment portfolio optimization -- 4. Pricing: neutral and indifferences -- 5. Hedging -- 6. Equity valuation and investing: continuous-time accounting -- 7. FX rates and FX derivatives. 1. Background material -- 2. Simple economics: complete and incomplete markets -- 3. Investment portfolio optimization -- 4. Pricing: neutral and indifferences -- 5. Hedging -- 6. Equity valuation and investing: continuous-time accounting -- 7. FX rates and FX derivatives
Beschreibung:	XIV, 263 S. graph. Darst. 24 cm
ISBN:	9780387714172 978-0-387-71417-2 0387714170 0-387-71417-0