國立虎尾科技大學 |

Language: English

Back

Optimal Portfolios : Stochastic Mode...

Korn, Ralf

Optimal Portfolios : Stochastic Models for Optimal Investment and Risk Management in Continuous Time

Record Type:	Language materials, printed : monographic
Title Information:	Stochastic Models for Optimal Investment and Risk Management in Continuous Time
Author:	KornRalf,
Place of Publication:	Singapore
Published:	World Scientific;
Year of Publication:	c1997
Description:	xi, 338 pill : 23 cm;
Subject:	Portfolio management - Mathematical models -
Subject:	Options (Finance) - Mathematical models -
Subject:	Risk management - Mathematical models -
Subject:	Stochastic processes -
ISBN:	9810232152

Optimal Portfolios : Stochastic Models for Optimal Investment and Risk Management in Continuous Time
Korn, Ralf

Optimal Portfolios : Stochastic Models for Optimal Investment and Risk Management in Continuous Time / Ralf Korn - Singapore : World Scientific, c1997. - xi, 338 p ; ill ; 23 cm.
Includes bibliographical references (p. 331-336) and index.
ISBN 9810232152
Portfolio managementOptions (Finance)Risk managementStochastic processes -- Mathematical models -- Mathematical models -- Mathematical models

Optimal Portfolios : Stochastic Models for Optimal Investment and Risk Management in Continuous Time
LDR:00652cam 2200193 i 450 001 491125
005 20101024035944.0
009 a97036352
010 1 $1 ,697 $a 9810232152 $b (hbk.) $d NT
100 $a 20080130f 1997m y0engy01 b
101 0 $a eng
200 1 $a Optimal Portfolios $e Stochastic Models for Optimal Investment and Risk Management in Continuous Time $f Ralf Korn
210 $a Singapore $c World Scientific $d c1997
215 0 $a xi, 338 p $c ill $d 23 cm
320 $a Includes bibliographical references (p. 331-336) and index
606 $a Portfolio management $x Mathematical models $3 473026 $2 lc $3 727709
606 $a Options (Finance) $x Mathematical models $3 472948 $2 lc $3 725346
606 $a Risk management $x Mathematical models $3 482474 $2 lc $3 732614
606 $a Stochastic processes $3 397267 $2 lc $3 723426
676 $a 332.6/01/5118 $v 21
680 $a HG4529.5 $b K674 1997
700 $a Korn $b Ralf $3 482473
801 0 $b DLC
801 0 $a cw $b BIB $c 20070124
801 1 $a cw $b 虎尾科技大學圖書館 $c 20070124