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Srdjan Stojanovic ()
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Srdjan Stojanovic: University of Cincinnati, Department of Mathematics

Chapter Chapter 1 in Neutral and Indifference Portfolio Pricing, Hedging and Investing, 2012, pp 1-18 from Springer

Abstract: Abstract In optimal portfolio theory, in derivative pricing and hedging theory, in equity valuation theory, in foreign exchange and foreign exchange derivatives theory, one has to model various underlying dynamic quantities – the underlying dynamics: prices of stocks, interest rates, dividends, various cash flows, and economic indicators.

Keywords: Interest Rate; Brownian Motion; Cash Flow; Terminal Condition; Future Price (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-387-71418-9_1

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DOI: 10.1007/978-0-387-71418-9_1

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