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Introduction to the mathematics of finance
Williams, Ruth J. - 2006
Persistent link: https://www.econbiz.de/10003189610
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Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian - 2001
Persistent link: https://www.econbiz.de/10001530439
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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
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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147
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Finance and stochastics
Berlin : Springer - 1.1997 -
Persistent link: https://www.econbiz.de/10000610310
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Stochastic dominance : investment decision making under uncertainity
Levy, Haim - 1998
Persistent link: https://www.econbiz.de/10000666592
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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 …
Persistent link: https://www.econbiz.de/10003729456
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Versicherungsnachfrage und Ausfalleerwartung
Schmidt, Ulrich; Zank, Horst - In: Zeitschrift für die gesamte Versicherungswissenschaft … 97 (2008) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10003730710
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Introduction to stochastic calculus for finance : a new didactic approach
Sondermann, Dieter - 2006 - 1. ed.
Persistent link: https://www.econbiz.de/10003328645