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. Neutral and indifference portfolio pricing hedging and investing with applications in equity and fx srdjan stojanovic auth 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 . Springer 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 . Neutral and indifference portfolio pricing hedging and investing with applications in equity and fx 4y springer contents 1 background material 1 11 mathematical framework 1 12 white noise and brownian motion 1 13 multidimensional brownian motion 3 14 stochastic differential equations 4 15 ito chain rule 5 16 relationship between ito sdes and second order linear pdes 7 17 nonlinear . 1 background material 2 simple economics complete and incomplete markets 3 investment portfolio optimization 4 pricing neutral and indifferences 5 hedging 6 equity valuation and investing continuous time accounting 7 fx rates and fx derivatives