Faithin Omaha eBook Collection

Download or read book Neutral and Indifference Portfolio Pricing, Hedging and Investing written by Srdjan Stojanovic and published by Springer Science & Business Media. This book was released on 2011-08-30 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).