Portfolio theory and arbitrage : a course in mathematical finance /

"The pdf contains a draft title page, draft copyright page and a draft manuscript"--

Gespeichert in:
Weitere Titel:
The market
Numéraires and market viability
Financing optimization maximality
Ramifications and extensions
Elements of functional and convex analysis
Hauptverfasser:
Karatzas, Ioannis, Kardaras, Constantinos
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Providence, Rhode Island : American Mathematical Society, [2021]
Zusammenfassung:
"The pdf contains a draft title page, draft copyright page and a draft manuscript"--
Umfang:
1 online resource (pages cm.)
Mode of access : World Wide Web
Format Details:
Mode of access : World Wide Web
Bibliografie:
Includes bibliographical references and index.
Schriftenreihe:
Graduate Studies in Mathematics,
Sekundärform:
Publikations­art: Electronic reproduction.
Verlag: Providence, Rhode Island :: American Mathematical Society.
Publikations­datum: 2021
ISBN:
9781470465971 (online)
ISSN:
1065-7339
DOI:
10.1090/gsm/214
Zugangseinschränkungen:
Access is restricted to licensed institutions
Schlagworte:
Portfolio management.
Arbitrage.
Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} > Stochastic analysis [See also 58J65] > Stochastic integrals.
Game theory, economics, social and behavioral sciences > Mathematical finance > Portfolio theory.
Game theory, economics, social and behavioral sciences > Mathematical finance > Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems).
Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} > Stochastic analysis [See also 58J65] > Applications of stochastic ana
Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} > Stochastic processes > Martingales with continuous parameter.
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