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 ().