Bibliography

Kapitel in diesem Buch

1. Frontmatter i
2. Contents v
3. Preface ix
4. Part 1. Foundations
5. Chapter One. The Single Period Binomial Model 3
6. Chapter Two. Utility Indifference Pricing: An Overview 44
7. Part 2. Diffusion Models
8. Chapter Three. Pricing, Hedging, And Designing Derivatives With Risk Measures 77
9. Chapter Four. From Markovian To Partially Observable Models 147
10. Part 3. Applications
11. Chapter Five. Portfolio Optimization 183
12. Chapter Six. Indifference Pricing Of Defaultable Claims 211
13. Chapter Seven. Applications To Weather Derivatives And Energy Contracts 241
14. Part 4. Complements
15. Chapter Eight. BSDEs And Applications 267
16. Chapter Nine. Duality Methods 321
17. Bibliography 387
18. Contributors 405
19. Notation Index 409
20. Author Index 410
21. Subject Index 413