Optimal portfolios : Stochastic models for optimal investment and risk management in continuous time / Ralf Korn
Material type:
TextPublisher: Singapore,World Scientific,1997Description: xi, 338pISBN: 9789810232153Subject(s): Economics | Financial economics | Stochastic processes | Risk management-Mathematical models | Options (Finance)-Mathematical models | Portfolio management-Mathematical modelsDDC classification: 332.6015118
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Books
|
IGIDR | 332.6015118 KOR (Browse shelf) | Available | 22330 |