Nalaganje...

QR koda

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

Bibliografske podrobnosti
Glavni avtor:	Korn, Ralf
Format:	Printed Book
Jezik:	English
Izdano:	Singapore ; River Edge, NJ : World Scientific, c1997.
Teme:	Portfolio management > Mathematical models. Options (Finance) > Mathematical models. Risk management > Mathematical models. Stochastic processes.

Podobne knjige/članki

Stochastic calculus for finance /
od: Capinski, Marek
Izdano: (2012)

Introduction to credit risk modeling .-2nd ed./
od: Bluhm, Christian
Izdano: (2010)

Introduction to stochastic calculus applied to finance .-2nded. /
od: Lamberton, Damien
Izdano: (2008)

Financial risk modeling and portfolio optimization with R
od: Pfaff, Bernhard
Izdano: (2013)

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

Financial risk modelling and portfolio optimization with R
od: Pfaff, Bernhard
Izdano: (2013)

Introduces quantitative finance/
od: Wilmott,Paul
Izdano: (2001)

Statistical portfolio estimation /
od: Taniguchi, Masanobu

Stochastic dominance and applications to finance, risk and economics
Izdano: (2010)

Stochastic dominance and applications to finance, risk and economics
od: Sriboonchitta, Songsak
Izdano: (2010)

Applied stochastic modelling /
od: Morgan, Byron J. T.
Izdano: (2000)

Applied stochastic modelling /
od: Morgan, Byron J. T.
Izdano: (2008)

Applied stochastic modelling
od: Morgan, Byron J.T
Izdano: (2009)

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

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

Martingale methods in financial modelling /
od: Musiela, Marek
Izdano: (1998)

Comparison methods for queues and other stochastic models
od: Stoyan, Dietrich
Izdano: (1983)

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

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

Introdution to stochastic calculus applied to finance
od: Lamberton, Damien
Izdano: (2008)

Stochastic and deterministic averaging processors
od: Mars, P.
Izdano: (1981)

concepts and practice of mathematical finance
od: Joshi, Mark S.
Izdano: (2003)

Black - Scholes model
od: Capinski, Marek
Izdano: (2012)

Introduction to option pricing theory
od: Kallianpur, Gopinath
Izdano: (2000)

Mathematical finance deterministic and stochastic models /
od: Janssen, Jacques
Izdano: (2009)

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

Cocepts and practice of mathematical finance /
Izdano: (2003)

An introduction to mathematical finance : options and other topics /
od: Ross, Sheldon M.
Izdano: (1999)

Stochastic financial models
od: Kennedy, Douglas
Izdano: (2010)

Active portfolio management
od: Grinold, Richard C.
Izdano: (1995)

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

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

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

Stochastic modelling in process technology /
od: Dehling, Herold
Izdano: (2007)

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

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

Mathematical techniques in Finance: tools for incomplete markets
od: Cerny, Ales
Izdano: (2004)

Stochastic models in reliability
od: Aven, Terje
Izdano: (1999)

Stochastic processes for insurance and finance /
od: Rolski , Tomasz
Izdano: (1999)

Stochastic reliability modeling, optimization and applications
od: Ed by Nakamura, Syouji
Izdano: (2010)