Option pricing and portfolio optimization: modern methods of financial mathematics
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Providence
American Mathematical Soc.
2001
|
| Series: | Graduate studies in mathematics
31 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIV, 253 S. graph. Darst. |
| ISBN: | 9780821821237 0821821237 |
Staff View
MARC
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Record in the Search Index
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| adam_text | Contents
Preface
Frequently Used Notation
Chapter
Chapter
§2.1.
Excursion
2.1.
Excursion
Excursion
§2.2.
§2.3.
Excursion
Exercises
Chapter
§3.1.
§3.2.
Excursion
3.2.
§3.3.
Excursion
§3.4.
vii
viii
§3.5.
§3.6.
Pricing
§3.7.
Exercises
Chapter
§4.1.
a) Path independent options on one stock
b) Options on more than one underlying stock
c) Path dependent options
Excursion
§4.2.
§4.3.
§4.4.
§4.5.
Exercises
Chapter
§5.1.
§5.2.
§5.3.
Excursion
§5.4.
Exercises
Bibliography
Index
|
| any_adam_object | 1 |
| author | Korn, Ralf 1963- Korn, Elke 1962- |
| author_GND | (DE-588)171321642 (DE-588)1146124805 |
| author_facet | Korn, Ralf 1963- Korn, Elke 1962- |
| author_role | aut aut |
| author_sort | Korn, Ralf 1963- |
| author_variant | r k rk e k ek |
| building | Verbundindex |
| bvnumber | BV013783940 |
| classification_rvk | SK 980 |
| ctrlnum | (OCoLC)247939506 (DE-599)BVBBV013783940 |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV013783940 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:51:55Z |
| institution | BVB |
| isbn | 9780821821237 0821821237 |
| language | English |
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| physical | XIV, 253 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | American Mathematical Soc. |
| record_format | marc |
| series | Graduate studies in mathematics |
| series2 | Graduate studies in mathematics |
| spelling | Korn, Ralf 1963- Verfasser (DE-588)171321642 aut Optionsbewertung und Portfolio-Optimierung Option pricing and portfolio optimization modern methods of financial mathematics Ralf Korn ; Elke Korn Providence American Mathematical Soc. 2001 XIV, 253 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Graduate studies in mathematics 31 Finanzmathematik - Optimierung - Portfolio Selection - Optionspreistheorie Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Itô-Prozess (DE-588)4162630-8 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Optionspreistheorie (DE-588)4135346-8 s Portfolio Selection (DE-588)4046834-3 s Optimierung (DE-588)4043664-0 s Finanzmathematik (DE-588)4017195-4 s DE-604 Itô-Prozess (DE-588)4162630-8 s 1\p DE-604 Korn, Elke 1962- Verfasser (DE-588)1146124805 aut Erscheint auch als Online-Ausgabe 978-1-4704-2085-7 Graduate studies in mathematics 31 (DE-604)BV009739289 31 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009423188&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Korn, Ralf 1963- Korn, Elke 1962- Option pricing and portfolio optimization modern methods of financial mathematics Graduate studies in mathematics Finanzmathematik - Optimierung - Portfolio Selection - Optionspreistheorie Portfolio Selection (DE-588)4046834-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Itô-Prozess (DE-588)4162630-8 gnd Optimierung (DE-588)4043664-0 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4017195-4 (DE-588)4162630-8 (DE-588)4043664-0 (DE-588)4135346-8 (DE-588)4113937-9 |
| title | Option pricing and portfolio optimization modern methods of financial mathematics |
| title_alt | Optionsbewertung und Portfolio-Optimierung |
| title_auth | Option pricing and portfolio optimization modern methods of financial mathematics |
| title_exact_search | Option pricing and portfolio optimization modern methods of financial mathematics |
| title_full | Option pricing and portfolio optimization modern methods of financial mathematics Ralf Korn ; Elke Korn |
| title_fullStr | Option pricing and portfolio optimization modern methods of financial mathematics Ralf Korn ; Elke Korn |
| title_full_unstemmed | Option pricing and portfolio optimization modern methods of financial mathematics Ralf Korn ; Elke Korn |
| title_short | Option pricing and portfolio optimization |
| title_sort | option pricing and portfolio optimization modern methods of financial mathematics |
| title_sub | modern methods of financial mathematics |
| topic | Finanzmathematik - Optimierung - Portfolio Selection - Optionspreistheorie Portfolio Selection (DE-588)4046834-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Itô-Prozess (DE-588)4162630-8 gnd Optimierung (DE-588)4043664-0 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| topic_facet | Finanzmathematik - Optimierung - Portfolio Selection - Optionspreistheorie Portfolio Selection Finanzmathematik Itô-Prozess Optimierung Optionspreistheorie Hochschulschrift |
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