Verfügbarkeit: Optimal investment

Optimal investment:

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Bibliographische Detailangaben
1. Verfasser:	Rogers, Leonard C. G. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Berlin [u.a.] Springer 2013
Schriftenreihe:	SpringerBriefs in quantitative finance
Schlagworte:	Investition Hamilton-Jacobi-Differentialgleichung Portfolio Selection Theorie Stochastische optimale Kontrolle Portfoliomanagement Ito-Formel
Online-Zugang:	BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext
Beschreibung:	1 Online-Ressource
ISBN:	9783642352010 9783642352027
DOI:	10.1007/978-3-642-35202-7

Internformat

MARC


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Datensatz im Suchindex

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dewey-ones	519 - Probabilities and applied mathematics
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dewey-sort	3519
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discipline	Mathematik Wirtschaftswissenschaften
doi_str_mv	10.1007/978-3-642-35202-7
format	Electronic eBook
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isbn	9783642352010 9783642352027
language	English
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series2	SpringerBriefs in quantitative finance
spelling	Rogers, Leonard C. G. Verfasser (DE-588)13011359X aut Optimal investment Berlin [u.a.] Springer 2013 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier SpringerBriefs in quantitative finance Investition (DE-588)4027556-5 gnd rswk-swf Hamilton-Jacobi-Differentialgleichung (DE-588)4158954-3 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Theorie (DE-588)4059787-8 gnd rswk-swf Stochastische optimale Kontrolle (DE-588)4207850-7 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Ito-Formel (DE-588)4487896-5 gnd rswk-swf Investition (DE-588)4027556-5 s Portfoliomanagement (DE-588)4115601-8 s Theorie (DE-588)4059787-8 s DE-604 Portfolio Selection (DE-588)4046834-3 s Stochastische optimale Kontrolle (DE-588)4207850-7 s Hamilton-Jacobi-Differentialgleichung (DE-588)4158954-3 s Ito-Formel (DE-588)4487896-5 s 1\p DE-604 https://doi.org/10.1007/978-3-642-35202-7 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Rogers, Leonard C. G. Optimal investment Investition (DE-588)4027556-5 gnd Hamilton-Jacobi-Differentialgleichung (DE-588)4158954-3 gnd Portfolio Selection (DE-588)4046834-3 gnd Theorie (DE-588)4059787-8 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd Portfoliomanagement (DE-588)4115601-8 gnd Ito-Formel (DE-588)4487896-5 gnd
subject_GND	(DE-588)4027556-5 (DE-588)4158954-3 (DE-588)4046834-3 (DE-588)4059787-8 (DE-588)4207850-7 (DE-588)4115601-8 (DE-588)4487896-5
title	Optimal investment
title_auth	Optimal investment
title_exact_search	Optimal investment
title_full	Optimal investment
title_fullStr	Optimal investment
title_full_unstemmed	Optimal investment
title_short	Optimal investment
title_sort	optimal investment
topic	Investition (DE-588)4027556-5 gnd Hamilton-Jacobi-Differentialgleichung (DE-588)4158954-3 gnd Portfolio Selection (DE-588)4046834-3 gnd Theorie (DE-588)4059787-8 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd Portfoliomanagement (DE-588)4115601-8 gnd Ito-Formel (DE-588)4487896-5 gnd
topic_facet	Investition Hamilton-Jacobi-Differentialgleichung Portfolio Selection Theorie Stochastische optimale Kontrolle Portfoliomanagement Ito-Formel
url	https://doi.org/10.1007/978-3-642-35202-7
work_keys_str_mv	AT rogersleonardcg optimalinvestment

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