Option pricing and portfolio optimization : modern methods of financial mathematics

Author(s)

• Korn, Ralf
• Korn, Elke

Bibliographic Information

Option pricing and portfolio optimization : modern methods of financial mathematics

Ralf Korn, Elke Korn

（Graduate studies in mathematics, v. 31）

American Mathematical Society, c2001

Note

Bibliography: p. 247-249

Includes index

Details

• NCID: BA49905535
• ISBN:
  • 0821821237
• LCCN: 00046912
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Providence, R.I.
• Pages/Volumes: xiv, 253 p.
• Size: 26 cm
• Classification:
  • LCC : HG6024.A3
  • DC21 : 332.63/228
• Subject Headings:
  • LCSH : Options (Finance) -- Prices -- Mathematical models
  • LCSH : Portfolio management -- Mathematical models
• Parent Bibliography ID:
  • BA20542214