Optimal portfolios : stochastic models for optimal investment and risk management in continuous time
Year of publication: |
1997
|
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Authors: | Korn, Ralf |
Publisher: |
Singapore [u.a.] : World Scientific |
Subject: | Portfoliomanagement | Risikomanagement | Stochastisches Entscheidungsmodell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Measuring risk in complex stochastic systems
Franke, Jürgen, (2000)
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Liebwein, Peter, (2000)
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Handbuch derivativer Instrumente : Produkte, Strategien und Risikomanagement
Eller, Roland, (1996)
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A least-squares Monte Carlo framework in proxy modeling of life insurance companies
Krah, Anne-Sophie, (2018)
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Machine learning in least-squares Monte Carlo proxy modeling of life insurance companies
Krah, Anne-Sophie, (2020)
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Wang, Jingnan, (2020)
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