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] |
Online-Ausg.:
Korn, Ralf. Option pricing and portfolio optimization. - Providence, RI : American Mathematical Society, 2001. - 1 Online-Ressource (xiv, 253 Seiten)
Persistent link: https://www.econbiz.de/10011513289