Optimal portfolios : stochastic models for optimal investment and risk management in continuous time

Main Author: Korn, Ralf
Published: Farrer Road, Singapore: World Scientific Pub. Co. Pte. Ltd., 1997.
Subjects:
LEADER 00841cam a2200205 7i4500
001 0000006036
005 20170218090000.0
020 |a 9810232152 (hbk.)  
090 0 0 |a HG4529.5   |b .K67 1997 
100 1 |a Korn, Ralf  
245 1 0 |a Optimal portfolios :   |b stochastic models for optimal investment and risk management in continuous time   |c Ralf Korn. 
260 |a Farrer Road, Singapore:   |b World Scientific Pub. Co. Pte. Ltd.,   |c 1997. 
300 |a xi, 338 p.:   |b ill.;   |c 23 cm. 
504 |a Includes bibliographical references and index 
650 0 0 |a Portfolio management --   |x Mathematical models  
650 0 0 |a Risk management --   |x Mathematical models  
650 0 0 |a Options (Finance) --   |x Mathematical models  
650 0 0 |a Stochastic processes  
997 |a Business & Accountancy, Faculty 
999 |a 0000003375  |b BOK  |c OPEN SHELF  |e 1st Floor, Bestari Jaya