/LC.GIF&client=easterncarolinaedu)
Neutral and indifference portfolio pricing, hedging and investing with applications in equity and FX / Srdjan Stojanovic.
| Author/creator | Stojanovic, Srdjan |
| Format | Electronic |
| Publication Info | New York : Springer, |
| Description | xiv, 263 p. : ill. ; 24 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2012 English International |
| Subjects |
| Contents | 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. |
| Bibliography note | Includes bibliographical references (p. 257-258) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2011934975 |
| ISBN | 9780387714172 (hbk.) |
| ISBN | 0387714170 (hbk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |