Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Portfolio optimizations in incomplete financial markets

Portfolio optimizations in incomplete financial markets

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9788876421419
Condition
New
Product Description

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.

Available Colors
Available Sizes
1 Offer Price Range: $29.95 - $29.95
BEST PRICE

Single Product Purchase

$29.95
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$29.95 $29.95

$29.95
See Site In stock Visit Store

Similar Products

Situative Verhandlungsfhrung

$74.99

Fuzzy Set Theory and Its Applications

$99.99

Advances in Medical Diagnostic Technology

$109.99

Sustainable Internet

$39.99

The Ecology of the Alpine Zone of Mount Kenya

$54.99

Compendium of Surface and Interface Analysis

$449.99

Distortion Theorems in Relation to Linear Integral Operators

$39.99

Fixed Point Theory in Generalized Metric Spaces

$44.99

Towards a Society with Social Protection for All

$39.99

Higher Education in China

$69.99

The Offshore Disposal of Radioactive Waste by Drilled Emplacement: A Feasibility Study

$109.99

Automation and Autonomy

$139.99

Louisa May's Battle

$5.96

"... aber von Ihnen dependier ich unberwindlich..." Friedrich Hlderlins ferne Leidenschaft

$39.99

Neurocomputation in Remote Sensing Data Analysis

$39.99

Feminist Studies/Critical Studies

$14.99

Responsive Gels: Volume Transitions II

$39.99

Experimental Mechanics of Fractured Porous Rocks

$119.99

Corporate Governance in Familienunternehmen

$64.99

Knowledge-Based Image Processing Systems

$49.95

2nd International Workshop on Practical Applications of Computational Biology and Bioinformatics (IW

$129.00

Computer and Computing Technologies in Agriculture

$84.99

The Statesman's Yearbook 2007

$189.00

My America: Our Strange New Land, Elizabeth's Jamestown Colony Diary

$4.49

Physics of Crystalline Dielectrics

$39.99

Apocalypse in Contemporary Japanese Science Fiction

$119.99

DNA Methylation

$109.99

Blue Carbon Dynamics of the Indian Ocean

$119.99

Proceedings of 5th International Conference on Civil Engineering and Architecture

$279.99

El Capitn Calzoncillos y el diablico desquite del Inodoro Turbotrn 2000 (Captain Underpants #11)

$5.99

Laser Shock Processing of FCC Metals

$109.99

Developing Entrepreneurial Life Skills

$54.99

Atlas of Point Contact Spectra of Electron-Phonon Interactions in Metals

$129.00

Virtual Reality and Augmented Reality

$39.99

Family Resilience and Chronic Illness

$39.99

Optimization of Structural Systems and Industrial Applications

$549.99

Finanzkonglomerate im Europischen Binnenmarkt

$69.99

Electric Current and Atmospheric Motion

$219.99

Integrated and Holistic Perspectives on Learning, Instruction and Technology

$84.99

Metalle

$129.99