Modern financial mathematics -- theory and practical applications. Vol. 1: Option evaluation and portfolio optimization

DOI10.1007/978-3-658-04127-4zbMath1296.91001OpenAlexW2481107035MaRDI QIDQ2434719

Ralf Korn

Publication date: 6 February 2014

Published in: Studienbücher Wirtschaftsmathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-658-04127-4

zbMATH Keywords

option pricingportfolio theoryfinancial mathematics

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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