Option pricing and portfolio optimization : modern methods of financial mathematics
Ralf Korn; Elke Korn
| Alternative title: | Optionsbewertung und Portfolio-Optimierung <engl.> |
|---|---|
| Year of publication: |
2001
|
| Authors: | Korn, Ralf ; Korn, Elke |
| Publisher: |
Providence, RI : American Mathematical Society |
| Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Derivat | Derivative | Optimierung | Portfolio Selection | Itô-Prozess | Portfoliomanagement | Stochastische optimale Kontrolle | Martingal | Stochastisches Integral |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XIV, 253 S graph. Darst 27 cm |
|---|---|
| Series: | Graduate studies in mathematics : GSM. - Providence, RI : American Mathematical Soc., ISSN 1065-7339, ZDB-ID 1164322-5. - Vol. 31 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Aus dem Dt. übers. - Lizenz des Verl. Vieweg, Braunschweig Literaturverz. S. 247 - 249 |
| ISBN: | 0-8218-2123-7 |
| Classification: | Investition, Finanzierung ; Mathematische Statistik ; Geld, Inflation, Kapitalmarkt ; Variationsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011513289