Overview
Neutral and Indifference Portfolio Pricing, Hedging and Investing is a book by Srdjan Stojanovic, first published in 2011. In this catalogue it is classified mainly under Numerical Methods and Portfolio Optimization, with secondary coverage of Quantitative Finance and Derivatives Pricing.
Audience and depth. The rule-based model places its mathematical difficulty at advanced level (8/10); readers are typically expected to know calculus, differential equations, linear algebra, numerical analysis, optimization, probability theory and stochastic processes.
Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 98% and difficulty confidence is 85%; the catalogue lists no ratings or awards.
