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

Xehetasun bibliografikoak
Egile nagusia:	Korn, Ralf
Formatua:	Printed Book
Hizkuntza:	English
Argitaratua:	Singapore ; River Edge, NJ : World Scientific, c1997.
Gaiak:	Portfolio management > Mathematical models. Options (Finance) > Mathematical models. Risk management > Mathematical models. Stochastic processes.

Antzeko izenburuak

Stochastic calculus for finance /
nork: Capinski, Marek
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Introduction to credit risk modeling .-2nd ed./
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Introduction to stochastic calculus applied to finance .-2nded. /
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Financial risk modeling and portfolio optimization with R
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Introduction to the mathematics of finance : from risk management to options pricing /
nork: Roman, Steven
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Financial risk modelling and portfolio optimization with R
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Introduces quantitative finance/
nork: Wilmott,Paul
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Statistical portfolio estimation /
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Stochastic dominance and applications to finance, risk and economics
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Stochastic dominance and applications to finance, risk and economics
nork: Sriboonchitta, Songsak
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Applied stochastic modelling /
nork: Morgan, Byron J. T.
Argitaratua: (2000)

Applied stochastic modelling /
nork: Morgan, Byron J. T.
Argitaratua: (2008)

Applied stochastic modelling
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Argitaratua: (2009)

An elementary introduction to mathematical finance : options and other topics /
nork: Ross, Sheldon M.
Argitaratua: (2005)

Oxford handbook of quantitative asset management
nork: Ed. by Scherer, Bernd
Argitaratua: (2012)

Martingale methods in financial modelling /
nork: Musiela, Marek
Argitaratua: (1998)

Comparison methods for queues and other stochastic models
nork: Stoyan, Dietrich
Argitaratua: (1983)

Introduction to the mathematics of finance : from risk management to options pricing /
nork: Roman, Steven
Argitaratua: (2004)

Introduction to the mathematics of finance : from risk management to options pricing /
nork: Roman, Steven
Argitaratua: (2004)

Introdution to stochastic calculus applied to finance
nork: Lamberton, Damien
Argitaratua: (2008)

Stochastic and deterministic averaging processors
nork: Mars, P.
Argitaratua: (1981)

concepts and practice of mathematical finance
nork: Joshi, Mark S.
Argitaratua: (2003)

Black - Scholes model
nork: Capinski, Marek
Argitaratua: (2012)

Introduction to option pricing theory
nork: Kallianpur, Gopinath
Argitaratua: (2000)

Mathematical finance deterministic and stochastic models /
nork: Janssen, Jacques
Argitaratua: (2009)

Intrest-rate option models understanding,analysing and using models for exotic intrest rate options
nork: Rebonato, Riccardo
Argitaratua: (1996)

Cocepts and practice of mathematical finance /
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An introduction to mathematical finance : options and other topics /
nork: Ross, Sheldon M.
Argitaratua: (1999)

Stochastic financial models
nork: Kennedy, Douglas
Argitaratua: (2010)

Active portfolio management
nork: Grinold, Richard C.
Argitaratua: (1995)

Stochastic dominance and applications to finance, risk and economics /
nork: Sriboonchitta, Songsak
Argitaratua: (2010)

Extreme value methods with applications to finance
nork: Novak, Serguei Y.
Argitaratua: (2012)

Financial econometrics modeling : derivatives pricing, hedge funds and term structure models /
Argitaratua: (2011)

Stochastic modelling in process technology /
nork: Dehling, Herold
Argitaratua: (2007)

Stochastic methods in economics and finance /
nork: Malliaris, A. G.
Argitaratua: (1981)

Optimality and risk - modern trends in mathematical finance
nork: Delbaen, Freddy, et al. Ed
Argitaratua: (2009)

Mathematical techniques in Finance: tools for incomplete markets
nork: Cerny, Ales
Argitaratua: (2004)

Stochastic models in reliability
nork: Aven, Terje
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Stochastic processes for insurance and finance /
nork: Rolski , Tomasz
Argitaratua: (1999)

Stochastic reliability modeling, optimization and applications
nork: Ed by Nakamura, Syouji
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