Portfolio Optimizations in Incomplete Financial Markets

By Walter Schachermayer

These Lecture Notes are based on a course given in June 2001 at the Cattedra Galileiana of Scuola Normale Superiore di Pisa. The course consisted of a short introduction into the basic concepts of... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 8876421416
• ISBN13: 9788876421419
• Release Date: October 2004
• Publisher: Edizioni Della Normale
• Length: 65 Pages