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Portfolio Optimization with Different Information Flow
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Portfolio Optimization with Different Information Flow

931 kr

931 kr

Tidligere laveste pris:

936 kr

På lager

Fr., 27 juni - to., 3 juli


Sikker betaling

14 dagers åpent kjøp


Selges og leveres av

Adlibris

Produktbeskrivelse

Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using tools from various fields, such as from stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations. This theoretical and numerical analysis is applied in different market settings to provide a good basis for the understanding of portfolio optimization with different information flow.

Artikkel nr.

b194376f-1f01-4209-9927-ca70f3e5dc8c

Portfolio Optimization with Different Information Flow

931 kr

931 kr

Tidligere laveste pris:

936 kr

På lager

Fr., 27 juni - to., 3 juli


Sikker betaling

14 dagers åpent kjøp


Selges og leveres av

Adlibris