Portfolio theory and arbitrage : a course in mathematical finance
Year of publication: |
[2021]
|
---|---|
Authors: | Karatzas, Ioannis ; Kardaras, Constantinos |
Publisher: |
Providence, Rhode Island : American Mathematical Society |
Subject: | Arbitrage | Finanzmathematik | Mathematical finance | Portfolio-Management | Portfolio selection | Theorie | Theory | Moderne Portfoliotheorie | Martingaltheorie | Hedging | Standardgut |
Description of contents: |
"The pdf contains a draft title page, draft copyright page and a draft manuscript."
Table of Contents [gbv.de]
; Description [zbmath.org]
|
-
Mathematics of financial markets
Elliott, Robert J., (2005)
-
Stochastic finance : an introduction in discrete time
Föllmer, Hans, (2002)
-
Stochastic finance : an introduction in discrete time
Föllmer, Hans, (2004)
- More ...
-
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis, (2007)
-
Optional Decomposition for continuous semimartingales under arbitrary filtrations
Karatzas, Ioannis, (2015)
-
The numeraire portfolio in semimartingale financial models
Karatzas, Ioannis, (2008)
- More ...