Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior pdf epub mobi txt 电子书 下载 2024


Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior

简体网页||繁体网页
Walter Schachermayer
Edizioni della Normale
2007-05
70
USD 29.95
Paperback
9788876421419

图书标签:  


喜欢 Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior 的读者还喜欢




点击这里下载
    


想要找书就要到 小哈图书下载中心
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

发表于2024-12-25

Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior pdf epub mobi txt 电子书 下载 2024



图书描述

These Lecture Notes are based on a course given in June 2001 at the Cattedra Galileiana of Scuola Normale Superiore di Pisa. The course consisted of a short introduction into the basic concepts of Mathematical Finance, focusing on the notion of a oeno arbitragea, and subsequently applying these concepts to portfolio optimization. To avoid technical difficulties I mainly dealt with the situation where the underlying probability space is finite and only sketched the difficulties arising in the general case. We then pass to the scheme of utility optimisation for general semi-martingale models. Some topics of this course are not standard: for example, in the treatment of the general existence theorem for the optimal portfolio, we give a direct proof which is not relying on duality theory. Similarly, the treatment of the asymptotic elasticity of utility functions and a related counter-example are original to these notes.

Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior 下载 mobi epub pdf txt 电子书

著者简介


图书目录


Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior pdf epub mobi txt 电子书 下载
想要找书就要到 小哈图书下载中心
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

用户评价

评分

评分

评分

评分

评分

读后感

评分

评分

评分

评分

评分

类似图书 点击查看全场最低价

Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior pdf epub mobi txt 电子书 下载 2024


分享链接









相关图书




本站所有内容均为互联网搜索引擎提供的公开搜索信息,本站不存储任何数据与内容,任何内容与数据均与本站无关,如有需要请联系相关搜索引擎包括但不限于百度google,bing,sogou

友情链接

© 2024 qciss.net All Rights Reserved. 小哈图书下载中心 版权所有