Portfolio optimization and performance analysis
Year of publication: |
2007
|
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Authors: | Prigent, Jean-Luc |
Publisher: |
Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC |
Subject: | Portfoliomanagement | Utility-Theorie | Risikoanalyse | Stochastische Optimierung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | XVI, 434 S. : graph. Darst. |
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Series: | Chapman & Hall/CRC financial mathematics series. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC. - Vol. 7 |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 1-58488-578-5 |
Classification: | Investition, Finanzierung |
Source: |
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Continuous-time stochastic control and optimization with financial applications
Pham, Huyên, (2009)
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Bertocchi, Marida, (2011)
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Bertocchi, Marida, (2011)
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Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates
Prigent, Jean-Luc, (1999)
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Weak Convergence of Hedging Strategies of Contingent Claims
Prigent, Jean-Luc, (2002)
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Option Pricing with Discrete Rebalancing
Prigent, Jean-Luc, (2002)
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