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Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior
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Walter Schachermayer 作者
Edizioni della Normale
譯者
2007-05 出版日期
70 頁數
USD 29.95 價格
Paperback
叢書系列
9788876421419 圖書編碼

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Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior 在線電子書 用戶評價

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Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior 在線電子書 著者簡介

Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior 在線電子書 著者簡介

Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Portfolio optimizations in incomplete financial markets (Publications of the Scuola Normale Superior 在線電子書 圖書描述

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 a oeno arbitragea, 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.

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