Quasi-Monte Carlo methods in finance : with application to optimal asset allocation
Mario Rometsch
| Year of publication: |
2008
|
|---|---|
| Authors: | Rometsch, Mario |
| Publisher: |
Hamburg : Diplomica-Verl. |
| Subject: | Monte-Carlo-Simulation | Finanzmathematik |
| Description of contents: | Table of Contents [d-nb.info] ; Table of Contents [digitool.hbz-nrw.de] ; Description [diplom.de] |
| Extent: | VII, 123 S. graph. Darst. 27 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Universitätsschrift |
| Language: | English |
| Thesis: | Zugl.: Ulm, Univ., Diss. |
| ISBN: | 978-3-8366-6664-0 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004920014