Optimal Portfolios: Stochastic Models for Optimal Investment and Risk Management in Continuous Time

by Ralf Korn

The focus of the book is the construction of optimal investment strategies in a security market model where the prices follow diffusion processes. It begins by presenting the complete Black-Scholes... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 9810232152
• ISBN13: 9789810232153
• Release Date: November 1997
• Publisher: World Scientific Publishing Company
• Length: 352 Pages
• Weight: 1.40 lbs.
• Dimensions: 0.9" x 6.3" x 9.1"