0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Applied mathematics

Buy Now

Portfolio optimizations in incomplete financial markets (Paperback) Loot Price: R540
Discovery Miles 5 400
Portfolio optimizations in incomplete financial markets (Paperback): Walter Schachermayer

Portfolio optimizations in incomplete financial markets (Paperback)

Walter Schachermayer

Series: Publications of the Scuola Normale Superiore

 (sign in to rate)
Loot Price R540 Discovery Miles 5 400

Bookmark and Share

Expected to ship within 12 - 17 working days

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 “no arbitrage”, 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.

General

Imprint: Scuola Normale Superiore
Country of origin: Italy
Series: Publications of the Scuola Normale Superiore
Release date: October 2004
Firstpublished: 2004
Authors: Walter Schachermayer
Dimensions: 240 x 170mm (L x W)
Format: Paperback
Pages: 65
ISBN-13: 978-88-7642-141-9
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > General
Promotions
LSN: 88-7642-141-6
Barcode: 9788876421419

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Applied Combinatorics
Alan Tucker Hardcover R5,410 Discovery Miles 54 100
Basic mathematics for economics students…
Derek Yu Paperback R383 Discovery Miles 3 830
A First Course in the Finite Element…
Daryl Logan Paperback R1,375 R1,279 Discovery Miles 12 790
Mathematical Statistics with…
William Mendenhall, Dennis Wackerly, … Paperback R1,395 R1,296 Discovery Miles 12 960
Mathematics For Engineering Students
Ramoshweu Solomon Lebelo, Radley Kebarapetse Mahlobo Paperback R374 Discovery Miles 3 740
Differential Geometry - Bundles…
Clifford Henry Taubes Hardcover R4,163 Discovery Miles 41 630
New Trends in the Physics and Mechanics…
Martine Ben Amar, Alain Goriely, … Hardcover R2,650 Discovery Miles 26 500
Exploring Quantum Mechanics - A…
Victor Galitski, Boris Karnakov, … Hardcover R6,460 Discovery Miles 64 600
General Relativity and the Einstein…
Yvonne Choquet-Bruhat Hardcover R5,174 Discovery Miles 51 740
The Ten Equations That Rule the World…
David Sumpter Paperback R527 R489 Discovery Miles 4 890
Tax Policy and Uncertainty - Modelling…
Christopher Ball, John Creedy, … Hardcover R2,781 Discovery Miles 27 810
Love Triangle - The Life-changing Magic…
Matt Parker Hardcover R770 R667 Discovery Miles 6 670

See more

Partners