Корично изображение Електронна книга

Optimal portfolios : stochastic models for optimal investment and risk management in continuous time /

The focus of the book is the construction of optimal investment strategies in a security market model where the prices follow diffusion processes. It begins by presenting the complete Black-Scholes type model and then moves on to incomplete models and models including constraints and transaction cos...

Пълно описание

Основен автор: Korn, Ralf.
Формат: Електронна книга
Език: English
Публикувано: Singapore ; River Edge, NJ : World Scientific, ℗♭1997.
Предмети:
Portfolio management > Mathematical models.
Options (Finance) > Mathematical models.
Risk management > Mathematical models.
Stochastic processes.
Gestion de portefeuille > Mode€les mathematiques.
Options (Finances) > Mode€les mathematiques.
Gestion du risque > Mode€les mathematiques.
Processus stochastiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Portfolio-analyse.
Opties.
Risicobeheersing.
Wiskundige modellen.
Electronic books.
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=91447
Подобни документи: Print version:: Optimal portfolios.
Онлайн достъп от Библиотека ”Паница” на Американския университет в България:

http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=91447
Провери в Paniza Library, AUBG Сигнатура: HG4529.5 .K674 1997eb

Подобни библ. документи