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Language: en
Pages: 178
Pages: 178
Type: BOOK - Published: 2012-08-27 - Publisher: Springer Science & Business Media
This thesis summarizes most of my recent research in the field of portfolio optimization. The main topics which I have addressed are portfolio problems with sto
Language: en
Pages: 352
Pages: 352
Type: BOOK - Published: 1997 - Publisher: World Scientific
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
Language: en
Pages: 52
Pages: 52
Type: BOOK - Published: 1998 - Publisher:
Language: en
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Type: BOOK - Published: 2016 - Publisher:
Language: en
Pages: 207
Pages: 207
Type: BOOK - Published: 2008-03-18 - Publisher: Springer Science & Business Media
The author derives an efficient and accurate pricing tool for interest-rate derivatives within a Fourier-transform based pricing approach, which is generally ap