EconPapers    
Economics at your fingertips  
 

Pricing: Neutral and Indifference

Srdjan Stojanovic ()
Additional contact information
Srdjan Stojanovic: University of Cincinnati, Department of Mathematics

Chapter Chapter 4 in Neutral and Indifference Portfolio Pricing, Hedging and Investing, 2012, pp 93-147 from Springer

Abstract: Abstract There is probably no more important concept nor more important issue in financial dealings than the prices at which deals are made.

Keywords: Risk Premium; Optimal Portfolio; Terminal Condition; Future Price; Spot Price (search for similar items in EconPapers)
Date: 2012
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-387-71418-9_4

Ordering information: This item can be ordered from
http://www.springer.com/9780387714189

DOI: 10.1007/978-0-387-71418-9_4

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2026-07-12
Handle: RePEc:spr:sprchp:978-0-387-71418-9_4