Option pricing and portfolio optimization modern methods of financial mathematics

Option pricing and portfolio optimization modern methods of financial mathematics

Bibliographische Detailangaben
1. Verfasser: Korn, Ralf
Weitere Verfasser: Korn, Elke 1962-
Format: Buch
Sprache:English
Veröffentlicht: Providence, R.I. American Mathematical Society c2001.
Schriftenreihe:Graduate studies in mathematics v. 31
Schlagworte:
Options (Finance) > Prices > Mathematical models.
Portfolio management > Mathematical models.