Indifference pricing [electronic resource] : theory and applications / edited by René Carmona.
by
 
Carmona, R. (René)

ISBN
9781400833115

Title
Indifference pricing [electronic resource] : theory and applications / edited by René Carmona.

Author
Carmona, R. (René)

Publication Information
Princeton : Princeton University Press, ©2009.

Physical Description
1 online resource (xi, 414 pages) : illustrations.

Series
Princeton series in financial engineering

Contents
Cover; Title; Copyright; Contents; Preface; PART 1. FOUNDATIONS; PART 2. DIFFUSION MODELS; PART 3. APPLICATIONS; PART 4. COMPLEMENTS; Bibliography; List of Contributors; Notation Index; Author Index; Subject Index.

Local Note
eBooks on EBSCOhost

Subject Term
Nonlinear pricing -- Mathematical models.
 
Prices -- Mathematical models.

Added Author
Carmona, R. (René)

Format
Electronic Resources

Electronic Access
Click here to view

Publication Date
2009

Publication Information
Princeton : Princeton University Press, ©2009.


Shelf NumberMaterial TypeCopyShelf LocationStatus
658.816 221:E-BOOK11:ONLINEAvailable for online access and/or download