Holdings: Option pricing and portfolio optimization

Option pricing and portfolio optimization: modern methods of financial mathematics

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Bibliographic Details
Main Authors:	Korn, Ralf 1963- (Author), Korn, Elke 1962- (Author)
Format:	Electronic eBook
Language:	English German
Published:	Providence American Mathematical Society [2001]
Series:	Graduate studies in mathematics Volume 31
Subjects:	Finanzmathematik - Optimierung - Portfolio Selection - Optionspreistheorie Optimierung Portfolio Selection Optionspreistheorie Finanzmathematik Itô-Prozess Hochschulschrift
Online Access:	UBM01 UBR01 Volltext
Physical Description:	1 Online-Ressource (xiv, 253 Seiten) Diagramme
ISBN:	9781470420857
DOI:	10.1090/gsm/031

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MARC


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indexdate	2024-07-10T07:46:56Z
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isbn	9781470420857
language	English German
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publishDate	2001
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series	Graduate studies in mathematics
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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, University of Kaiserslautern, Germany and Elke Korn, University of Kaiserslautern, Germany. Translated by Ralf Korn, University of Kaiserslautern, Germany Providence American Mathematical Society [2001] © 2001 1 Online-Ressource (xiv, 253 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier Graduate studies in mathematics Volume 31 Finanzmathematik - Optimierung - Portfolio Selection - Optionspreistheorie Optimierung (DE-588)4043664-0 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Itô-Prozess (DE-588)4162630-8 gnd rswk-swf 1\p (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 2\p DE-604 Korn, Elke 1962- Verfasser (DE-588)1146124805 aut Erscheint auch als Druck-Ausgabe 978-0-8218-2123-7 Erscheint auch als Druck-Ausgabe 0-8218-2123-7 Graduate studies in mathematics Volume 31 (DE-604)BV044714883 31 https://doi.org/10.1090/gsm/031 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\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 Optimierung (DE-588)4043664-0 gnd Portfolio Selection (DE-588)4046834-3 gnd Optionspreistheorie (DE-588)4135346-8 gnd Finanzmathematik (DE-588)4017195-4 gnd Itô-Prozess (DE-588)4162630-8 gnd
subject_GND	(DE-588)4043664-0 (DE-588)4046834-3 (DE-588)4135346-8 (DE-588)4017195-4 (DE-588)4162630-8 (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, University of Kaiserslautern, Germany and Elke Korn, University of Kaiserslautern, Germany. Translated by Ralf Korn, University of Kaiserslautern, Germany
title_fullStr	Option pricing and portfolio optimization modern methods of financial mathematics Ralf Korn, University of Kaiserslautern, Germany and Elke Korn, University of Kaiserslautern, Germany. Translated by Ralf Korn, University of Kaiserslautern, Germany
title_full_unstemmed	Option pricing and portfolio optimization modern methods of financial mathematics Ralf Korn, University of Kaiserslautern, Germany and Elke Korn, University of Kaiserslautern, Germany. Translated by Ralf Korn, University of Kaiserslautern, Germany
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 Optimierung (DE-588)4043664-0 gnd Portfolio Selection (DE-588)4046834-3 gnd Optionspreistheorie (DE-588)4135346-8 gnd Finanzmathematik (DE-588)4017195-4 gnd Itô-Prozess (DE-588)4162630-8 gnd
topic_facet	Finanzmathematik - Optimierung - Portfolio Selection - Optionspreistheorie Optimierung Portfolio Selection Optionspreistheorie Finanzmathematik Itô-Prozess Hochschulschrift
url	https://doi.org/10.1090/gsm/031
volume_link	(DE-604)BV044714883
work_keys_str_mv	AT kornralf optionsbewertungundportfoliooptimierung AT kornelke optionsbewertungundportfoliooptimierung AT kornralf optionpricingandportfoliooptimizationmodernmethodsoffinancialmathematics AT kornelke optionpricingandportfoliooptimizationmodernmethodsoffinancialmathematics

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