Martingale methods in financial modelling / Marek Musiela and Marek Ruthowski

By:

Musiela, Marek

Contributor(s):

Ruthowski, Marek

Material type: Text

TextSeries: Stochastic modelling and applied probabilityPublication details: Heidelberg : Springer, 2005Edition: 2nd edDescription: xvi, 636p, 24cmISBN:

3540209662

Subject(s):

DDC classification:

332.6 MUS

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	332.6 MUS (Browse shelf(Opens below))	Available		IIMC-121012

Total holds: 0

Covering both static and dynamic portfolio optimization, Portfolio Optimization and Performance Analysis makes the literature of stochastic optimization applied to mathematical finance accessible to readers. This book contains an overview of active and passive portfolio optimization. With modern risk analysis, it summarizes results of portfolio optimization and shows how theoretical results can be applied to practical and operational portfolio management and optimization. It illustrates the main results through numerical and empirical studies. This text is appropriate for financial engineers, investment professionals, and graduate students and researchers in financial mathematics

There are no comments on this title.

to post a comment.