Stochastic drawdowns
Hongzhong Zhang (Columbia University, USA)
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Zhang, Hongzhong |
| Publisher: |
Singapore : World Scientific |
| Subject: | Verlust | Loss | Risikomanagement | Risk management | Hedging | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | Kreditmarkt |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | xv, 240 Seiten Illustrationen |
|---|---|
| Series: | Modern trends in financial engineering. - Hackensack, NJ : World Scientific, ZDB-ID 2845431-5. - Vol. volume 2 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 201803 |
| ISBN: | 978-981-314-163-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011788215