Similar Search Results

Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM

Leitner, Johannes - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001626257

Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt

Schneider, Sebastian - 2001

Persistent link: https://www.econbiz.de/10001530439

Stochastic methods in asset pricing

Lyasoff, Andrew - 2017

Preface -- Notation -- Preliminaries -- Probability spaces and related structures -- Integration -- Absolute continuity, conditioning and independence -- Convergence of random variables -- The art of random sampling

Persistent link: https://www.econbiz.de/10013481518

Finance and stochastics

Berlin : Springer - 1.1997 -

Persistent link: https://www.econbiz.de/10000610310

Stochastic dominance : investment decision making under uncertainity

Levy, Haim - 1998

Persistent link: https://www.econbiz.de/10000666592

On equilibrium prices in continuous time

Martins-da-Rocha, Victor Filipe (contributor); … - 2008

We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about … equilibrium state prices. -- General equilibrium ; Continuous-time finance ; Théorie générale of stochastic processes ; Asset …