Essays in mathematical finance

Essays in mathematical finance

Diss. Stockholm : Handelshögskolan, 2009

Bibliographic Details
Main Author: Murgoci, Agatha
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Finansiell Ekonomi (FI) 2009
Subjects:
Incomplete markets
Good deal bounds
Vulnerable options
Counterparty risk
Coherent risk measure
Over-the-counter derivatives market
Time-inconsistency
Stochastic optimal control
Mean variance allocation
Economics
Nationalekonomi
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-427
http://nbn-resolving.de/urn:isbn:978-91-7258-797-7

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-427
http://nbn-resolving.de/urn:isbn:978-91-7258-797-7

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