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

著者

• Korn, Ralf

書誌事項

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

Ralf Korn

World Scientific, c1997

注記

Includes bibliographical references (p. 331-336) and index

詳細情報

• NII書誌ID(NCID): BA33946362
• ISBN:
  • 9810232152
• LCCN: 97036352
• 出版国コード: si
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Singapore ; River Edge, N.J.
• ページ数/冊数: xi, 338 p.
• 大きさ: 23 cm
• 分類:
  • LCC : HG4529.5
  • DC21 : 332.6/01/5118
• 件名:
  • LCSH : Portfolio management -- Mathematical models
  • LCSH : Options (Finance) -- Mathematical models
  • LCSH : Risk management -- Mathematical models
  • LCSH : Stochastic processes