9780691138831 - indifference pricing: theory and applications (24 risultati)
Lingua: Inglese
Editore: Princeton University Press (edition ), 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
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Da: BooksRun, Philadelphia, PA, U.S.A.BooksRun
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Hardcover. Condizione: Very Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
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Da: Anybook.com, Lincoln, Regno UnitoAnybook.com
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EUR 6,95
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Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:9780691138831.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
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Da: medimops, Berlin, Germaniamedimops
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EUR 21,81
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Condizione: as new. Wie neu/Like new.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
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Da: Labyrinth Books, Princeton, NJ, U.S.A.Labyrinth Books
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EUR 64,01
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Condizione: New.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
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Da: StainesBook, Weybridge, SURRE, Regno UnitoStainesBook
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EUR 34,80
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Condizione: New.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
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Da: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
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EUR 127,18
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hardcover. Condizione: New. In shrink wrap. Looks like an interesting title.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: Buchpark, Trebbin, GermaniaBuchpark
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EUR 25,68
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Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 440 | Sprache: Englisch | Produktart: Bücher | "This book sets out to elucidate various conceptual and methodological aspects of indifference pricing, and it succeeds with flying colors. Indifference Pricing gives an interesting overview of this new field and is written in a care…ful, professional, and clear manner. It will be of interest to graduate student's in mathematics, finance, and economics, as well as mathematicians working in mathematical finance and quantitatively minded economists."--Gordan Zitkovic, University of Texas, Austin.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 125,70
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Condizione: New. 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. Editor(s): Carmona, Rene. Series: P…rinceton Series in Financial Engineering. Num Pages: 440 pages, 7 line illus. 3 tables. BIC Classification: KCA; KFF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 229 x 152 x 33. Weight in Grams: 730. . 2008. Hardcover. . . . .
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
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EUR 141,89
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 160,98
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Condizione: New.
Lingua: Inglese
Editore: Princeton University Press, US, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: Rarewaves USA, HEBRON, KY, U.S.A.Rarewaves USA
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EUR 163,34
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Hardback. Condizione: New. This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. Rene Carmona brings together a who's who of leading experts in the field to provide the definitive introduction for students, scholars, and researchers. Until recently, financi…al mathematicians and engineers developed pricing and hedging procedures that assumed complete markets. But markets are generally incomplete, and it may be impossible to hedge against all sources of randomness. Indifference Pricing offers cutting-edge procedures developed under more realistic market assumptions. The book begins by introducing the concept of indifference pricing in the simplest possible models of discrete time and finite state spaces where duality theory can be exploited readily. It moves into a more technical discussion of utility indifference pricing for diffusion models, and then addresses problems of optimal design of derivatives by extending the indifference pricing paradigm beyond the realm of utility functions into the realm of dynamic risk measures.Focus then turns to the applications, including portfolio optimization, the pricing of defaultable securities, and weather and commodity derivatives. The book features original mathematical results and an extensive bibliography and indexes. In addition to the editor, the contributors are Pauline Barrieu, Tomasz R. Bielecki, Nicole El Karoui, Robert J. Elliott, Said Hamadene, Vicky Henderson, David Hobson, Aytac Ilhan, Monique Jeanblanc, Mattias Jonsson, Anis Matoussi, Marek Musiela, Ronnie Sircar, John van der Hoek, and Thaleia Zariphopoulou. * The first book on utility indifference pricing * Explains the fundamentals of indifference pricing, from simple models to the most technical ones * Goes beyond utility functions to analyze optimal risk transfer and the theory of dynamic risk measures * Covers non-Markovian and partially observed models and applications to portfolio optimization, defaultable securities, static and quadratic hedging, weather derivatives, and commodities * Includes extensive bibliography and indexes * Provides essential reading for PhD students, researchers, and professionals.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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EUR 158,14
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Condizione: New. 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. Editor(s): Carmona, Rene. Series: P…rinceton Series in Financial Engineering. Num Pages: 440 pages, 7 line illus. 3 tables. BIC Classification: KCA; KFF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 229 x 152 x 33. Weight in Grams: 730. . 2008. Hardcover. . . . . Books ship from the US and Ireland.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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EUR 154,52
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Condizione: New. In English.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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EUR 152,50
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Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 163,47
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Condizione: New.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 183,39
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 188,88
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Princeton University Press, US, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: Rarewaves USA United, HEBRON, KY, U.S.A.Rarewaves USA United
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EUR 166,21
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Hardback. Condizione: New. This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. Rene Carmona brings together a who's who of leading experts in the field to provide the definitive introduction for students, scholars, and researchers. Until recently, financi…al mathematicians and engineers developed pricing and hedging procedures that assumed complete markets. But markets are generally incomplete, and it may be impossible to hedge against all sources of randomness. Indifference Pricing offers cutting-edge procedures developed under more realistic market assumptions. The book begins by introducing the concept of indifference pricing in the simplest possible models of discrete time and finite state spaces where duality theory can be exploited readily. It moves into a more technical discussion of utility indifference pricing for diffusion models, and then addresses problems of optimal design of derivatives by extending the indifference pricing paradigm beyond the realm of utility functions into the realm of dynamic risk measures.Focus then turns to the applications, including portfolio optimization, the pricing of defaultable securities, and weather and commodity derivatives. The book features original mathematical results and an extensive bibliography and indexes. In addition to the editor, the contributors are Pauline Barrieu, Tomasz R. Bielecki, Nicole El Karoui, Robert J. Elliott, Said Hamadene, Vicky Henderson, David Hobson, Aytac Ilhan, Monique Jeanblanc, Mattias Jonsson, Anis Matoussi, Marek Musiela, Ronnie Sircar, John van der Hoek, and Thaleia Zariphopoulou. * The first book on utility indifference pricing * Explains the fundamentals of indifference pricing, from simple models to the most technical ones * Goes beyond utility functions to analyze optimal risk transfer and the theory of dynamic risk measures * Covers non-Markovian and partially observed models and applications to portfolio optimization, defaultable securities, static and quadratic hedging, weather derivatives, and commodities * Includes extensive bibliography and indexes * Provides essential reading for PhD students, researchers, and professionals.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermaniaBUCHSERVICE / ANTIQUARIAT Lars Lutzer
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EUR 179,90
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Hardcover. Condizione: gut. 2009. Indifference Pricing In englischer Sprache. pages.
Lingua: Inglese
Editore: Princeton Univ Pr, 2008
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 238,98
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Hardcover. Condizione: Brand New. 440 pages. 9.10x6.40x1.30 inches. In Stock.
Lingua: Inglese
Editore: Princeton Univ Pr, 2008
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
- Print on Demand
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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Hardcover. Condizione: Brand New. 440 pages. 9.10x6.40x1.30 inches. In Stock. This item is printed on demand.
Lingua: Inglese
Editore: PRINCETON UNIV PR, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
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- Print on Demand
Da: moluna, Greven, Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 mod…els, and addresses problems of optimal de.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
- Print on Demand
Da: preigu, Osnabrück, Germaniapreigu
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EUR 164,00
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Buch. Condizione: Neu. Indifference Pricing | Theory and Applications | René Carmona | Buch | Einband - fest (Hardcover) | Englisch | 2009 | Princeton University Press | EAN 9780691138831 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
Lingua: Inglese
Editore: Princeton University Press, 2009
Serie: Libro 1 di 1 - Princeton Series in Financial Engineering
- Rilegato
- Print on Demand
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 195,97
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Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a who's who of leading experts in the field to provide the definitive introduction for…students, scholars, and researchers. Until recently, financial mathematicians and engineers developed pricing and hedging procedures that assumed complete markets. But markets are generally incomplete, and it may be impossible to hedge against all sources of randomness. Indifference Pricing offers cutting-edge procedures developed under more realistic market assumptions. The book begins by introducing the concept of indifference pricing in the simplest possible models of discrete time and finite state spaces where duality theory can be exploited readily. It moves into a more technical discussion of utility indifference pricing for diffusion models, and then addresses problems of optimal design of derivatives by extending the indifference pricing paradigm beyond the realm of utility functions into the realm of dynamic risk measures. Focus then turns to the applications, including portfolio optimization, the pricing of defaultable securities, and weather and commodity derivatives. The book features original mathematical results and an extensive bibliography and indexes. In addition to the editor, the contributors are Pauline Barrieu, Tomasz R. Bielecki, Nicole El Karoui, Robert J. Elliott, Said Hamadène, Vicky Henderson, David Hobson, Aytac Ilhan, Monique Jeanblanc, Mattias Jonsson, Anis Matoussi, Marek Musiela, Ronnie Sircar, John van der Hoek, and Thaleia Zariphopoulou. - The first book on utility indifference pricing - Explains the fundamentals of indifference pricing, from simple models to the most technical ones - Goes beyond utility functions to analyze optimal risk transfer and the theory of dynamic risk measures - Covers non-Markovian and partially observed models and applications to portfolio optimization, defaultable securities, static and quadratic hedging, weather derivatives, and commodities - Includes extensive bibliography and indexes - Provides essential reading for PhD students, researchers, and professionals.
