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, R.I. : American Math. Society |
| Subject: | Optionspreistheorie | Itô-Prozess |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XIV, 253 S. : graph. Darst. |
|---|---|
| Series: | Graduate studies in mathematics. - Providence, RI, ISSN 1065-7339. - Vol. 31 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-8218-2123-7 |
| Classification: | Investition, Finanzierung ; Mathematische Statistik ; Geld, Inflation, Kapitalmarkt ; Variationsrechnung |
| Source: |
Persistent link: https://www.econbiz.de/10004514064