Stochastic portfolio theory :: SCD d'Orléans

Stochastic portfolio theory

Stochastic portfolio theory

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Prif Awdur:	Fernholz, Erhard Robert, 19..-
Fformat:	Livre papier
Iaith:	Anglais
Cyhoeddwyd:	New York ; Berlin : Springer C 2002.
Cyfres:	Applications of mathematics 48
Pynciau:	Processus stochastiques Gestion de portefeuille > Modèles mathématiques Mathématiques économiques
Autres localisations:	Voir dans le Sudoc

Eitemau Tebyg

Methods of Mathematical Finance
gan: Karatzas, Ioannis, 1952-, et al.

Choix optimal des actifs financiers et gestion de portefeuille
gan: Hamza, Faris, et al.
Cyhoeddwyd: (2009)

Portfolio analysis : a book of readings
gan: Dickinson, John Peter, 1939-
Cyhoeddwyd: (1974)

Mean-variance analysis in portfolio choice and capital markets
gan: Markowitz, Harry Max, 1927-
Cyhoeddwyd: (1987)

Multicriteria portfolio management
gan: Xidonas, Panos, et al.
Cyhoeddwyd: (2012)

Stochastic calculus for quantitative finance
gan: Gushchin, Alexander, 19..-
Cyhoeddwyd: (2015)

An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine
gan: Capasso, Vincenzo, 1945-, et al.
Cyhoeddwyd: (2012)

Marchés financiers en temps continu : valorisation et équilibre
gan: Dana, Rose-Anne, 1947-, et al.
Cyhoeddwyd: (1998)

Simulation of stochastic processes with given accuracy and reliability
gan: Kozachenko, Yuriy, et al.
Cyhoeddwyd: (2016)

Stochastic calculus of variations in mathematical finance
gan: Malliavin, Paul, 1925-2010, mathématicien, et al.
Cyhoeddwyd: (2006)

Stochastic calculus of variations in mathematical finance
gan: Malliavin, Paul, 1925-2010, mathématicien, et al.

Forward-Backward Stochastic Differential Equations and their Applications
gan: Ma, Jin, 1978-, et al.

Forward-Backward Stochastic Differential Equations and their Applications
gan: Ma, Jin, 1956-, et al.

Applied stochastic models in business and industry.
Cyhoeddwyd: (1999)

Stochastic models and option values : applications to resources, environment and investment problems
Cyhoeddwyd: (1991)

Stochastic models for social processes
gan: Bartholomew, David J., 1930-
Cyhoeddwyd: (1973)

Stochastic filtering theory
gan: Kallianpur, Gopinath, 1925-2015
Cyhoeddwyd: (1980)

Basic stochastic processes : a course through exercises
gan: Brzeźniak, Zdzisław, 1958-, et al.
Cyhoeddwyd: (1999)

Basic Stochastic Processes : A Course Through Exercises
gan: Brzeźniak, Zdzisław, 1958-, et al.

Marchés financiers en temps continu : valorisation et équilibre
gan: Dana, Rose-Anne, 1947-, et al.
Cyhoeddwyd: (1994)

Stochastic Calculus for Fractional Brownian Motion and Related Processes
gan: Mishura, Yuliya S., 1952-

Modern portfolio theory and the capital asset pricing model : a user's guide
gan: Harrington, Diana R., 1940-
Cyhoeddwyd: (1983)

Modern portfolio theory and financial institutions
gan: Corner, Desmond Carteret
Cyhoeddwyd: (1983)

Stochastic processes in the neurosciences
gan: Tuckwell, Henry C., 1943-
Cyhoeddwyd: (1989)

Stochastic Control in Insurance
gan: Schmidli, Hanspeter, 19..-

Fundamentals of stochastic filtering
gan: Bain, Alan, 19..-, et al.

Stochastic analysis of offshore steel structures : an analytical appraisal
gan: Karadeniz, Halil

Dynamics and stochastic processes : theory and applications : proceedings of a Workshop held in Lisbon, Portugal, October 24-29, 1988
Cyhoeddwyd: (1990)

Convergence of stochastic processes
gan: Pollard, David, 1937-
Cyhoeddwyd: (1984)

Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model
gan: Nåsell, Ingemar, 19..-

Topics in stochastic systems : modelling, estimation, and adaptive control
Cyhoeddwyd: (1991)

Algorithmic trading methods : applications using advanced statistics, optimization, and machine learning techniques
gan: Kissell, Robert
Cyhoeddwyd: (2021)

Stochastic methods in economics and finance
gan: Malliaris, Anastasios G., 1942-, et al.
Cyhoeddwyd: (1982)

Dynamics and stochastic processes : theory and applications : proceedings of a Workshop held in Lisbon, Portugal October 24 29, 1988
gan: Lima, Ricardo, 19..-

Modern portfolio theory and investment analysis
gan: Elton, Edwin J., et al.
Cyhoeddwyd: (1995)

Dynamic asset pricing theory
gan: Duffie, Darrell, 1954-
Cyhoeddwyd: (1996)

Stochastic Calculus for Fractional Brownian Motion and Applications
gan: Biagini, Francesca, 19..-...., statisticienne, et al.

Risk Management in Stochastic Integer Programming : With Application to Dispersed Power Generation
gan: Neise, Frederike

Risk-neutral valuation : pricing and hedging of financial derivatives
gan: Bingham, N. H., 1945-, et al.
Cyhoeddwyd: (1998)

Risk-neutral valuation : pricing and hedging of financial derivatives
gan: Bingham, N. H., 1945-, et al.
Cyhoeddwyd: (2004)

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