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Option pricing and portfolio optimiz...

Korn, Elke, (1962-)

Option pricing and portfolio optimization :modern methods of financial mathematics /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Option pricing and portfolio optimization :Ralf Korn, Elke Korn.
Reminder of title:	modern methods of financial mathematics /
Author:	Korn, Ralf.
other author:	Korn, Elke,
Published:	Providence, R.I. :American Mathematical Society,c2001.
Description:	xiv, 253 p. :ill. ;27 cm.
Series:	Graduate studies in mathematics ;
Subject:	Options (Finance)Prices
ISBN:	0821821237 :

Option pricing and portfolio optimization :modern methods of financial mathematics /
Korn, Ralf.

Option pricing and portfolio optimization :modern methods of financial mathematics /Ralf Korn, Elke Korn. - Providence, R.I. :American Mathematical Society,c2001. - xiv, 253 p. :ill. ;27 cm. - Graduate studies in mathematics ;v. 31.

Includes bibliographical references (p. 247-249) and index.

ISBN: 0821821237 :NT$1187

LCCN: 00046912 Subjects--Topical Terms:

224204
Options (Finance)
--Prices

LC Class. No.: HG6024.A3 / K667 2001

Dewey Class. No.: 332.63/228

Option pricing and portfolio optimization :modern methods of financial mathematics /
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240 1 0 $a Optionsbewertung und Portfolio-Optimierung. $l English
245 1 0 $a Option pricing and portfolio optimization : $b modern methods of financial mathematics / $c Ralf Korn, Elke Korn.
260 $a Providence, R.I. : $b American Mathematical Society, $c c2001.
300 $a xiv, 253 p. : $b ill. ; $c 27 cm.
440 0 $a Graduate studies in mathematics ; $v v. 31
504 $a Includes bibliographical references (p. 247-249) and index.
650 0 $a Options (Finance) $x Prices $x Mathematical models. $3 224204
650 0 $a Portfolio management $x Mathematical models. $3 198981
700 1 $a Korn, Elke, $d 1962- $3 507106