This book is written for quantitative finance professionals,
students, educators, and mathematically inclined individual
investors. It is about some of the latest developments in pricing,
hedging, and investing in incomplete markets. With regard to
pricing, two frameworks are fully elaborated: neutral and
indifference pricing. With regard to hedging, the most conservative
and relaxed hedging formulas are derived. With regard to investing,
the neutral pricing methodology is also considered as a tool for
connecting market asset prices with optimal positions in such
assets.
SrdjanD.Stojanovic isProfessor in the Department of Mathematical
Sciences at University of Cincinnati (USA) and Professor in the
Center for Financial Engineering at Suzhou University (China)."
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