Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article - MaRDI portal

scientific article

From MaRDI portal

Publication:3588663

Jump to:navigation, search

zbMath1207.91002MaRDI QIDQ3588663

Zastawniak, Tomasz, Capiński, Marek

Publication date: 9 September 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

options forwards continuous time model interest rates market model futures portfolio management discrete time model binomial model no-arbitrage principle risk-free assets

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) 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) Financial and insurance mathematics (aspects of mathematics education) (97M30)

Related Items (3)

Microstructure models with short-term inertia and stochastic volatility ⋮ A stable time-dependent mesh method for generalized credit rating migration problem ⋮ Portfolio optimization with two coherent risk measures

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3588663&oldid=16998579"