Optimal portfolios : stochastic models for optimal investment and risk management in continuous time /

Sonraí Bibleagrafaíochta
Príomhúdar: Korn, Ralf
Formáid: Printed Book
Teanga:English
Foilsithe: Singapore ; River Edge, NJ : World Scientific, c1997.
Ábhair:
Portfolio management > Mathematical models.
Options (Finance) > Mathematical models.
Risk management > Mathematical models.
Stochastic processes.
Cur Síos
Cur Síos Fisiciúil:xi, 338 p. : ill. ;
ISBN:9810232152

Míreanna Comhchosúla