Indifference Pricing: Theory and Applications

Indifference Pricing: Theory and Applications

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Author/Contributor(s): Carmona, Rene
Publisher: Princeton University Press
Date: 01/18/2009
Binding: Hardcover
Condition: NEW

"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 careful, 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