Essays in financial mathematics

<p>Diss. Stockholm : Handelshögskolan, 2013. Sammanfattning jämte 3 uppsatser.</p>

Bibliographic Details
Main Author:	Lindensjö, Kristoffer
Format:	Doctoral Thesis
Language:	English
Published:	Handelshögskolan i Stockholm, Institutionen för Finansiell ekonomi 2013
Subjects:	Partial information Utility maximization Optimal investment and consumption Stochastic control Filtering theory Portfolio theory Derivative pricing Option pricing Jump-diffusion Instantaneous forward rate curve Futures contract End of the month option Timing option Embedded options Optimal stopping Economics Nationalekonomi
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-2145 http://nbn-resolving.de/urn:isbn:978-91-7258-906-3 (pdf)

Similar Items