Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX Book PDF, ePub eBook

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Book Descriptions:
Here is a general theory of risk premium, pricing and hedging of financial contracts, based on the optimal portfolio-based theory and allowing for a complete solution of problems. Coverage includes the pricing of the remaining risk in incomplete markets.

Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX by Srdjan Stojanovic

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