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
id ndltd-UPSALLA1-oai-DiVA.org-hhs-427
record_format oai_dc
spelling ndltd-UPSALLA1-oai-DiVA.org-hhs-4272013-01-08T13:08:13ZEssays in mathematical financeengMurgoci, AgathaHandelshögskolan i Stockholm, Finansiell Ekonomi (FI)Stockholm : Economic Research Institute, Stockholm School of Economics (EFI)2009Incomplete marketsGood deal boundsVulnerable optionsCounterparty riskCoherent risk measureOver-the-counter derivatives marketTime-inconsistencyStochastic optimal controlMean variance allocationEconomicsNationalekonomiDiss. Stockholm : Handelshögskolan, 2009Doctoral thesis, comprehensive summaryinfo:eu-repo/semantics/doctoralThesistexthttp://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-427urn:isbn:978-91-7258-797-7application/pdfinfo:eu-repo/semantics/openAccess
collection NDLTD
language English
format Doctoral Thesis
sources NDLTD
topic 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
spellingShingle 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
Murgoci, Agatha
Essays in mathematical finance
description Diss. Stockholm : Handelshögskolan, 2009
author Murgoci, Agatha
author_facet Murgoci, Agatha
author_sort Murgoci, Agatha
title Essays in mathematical finance
title_short Essays in mathematical finance
title_full Essays in mathematical finance
title_fullStr Essays in mathematical finance
title_full_unstemmed Essays in mathematical finance
title_sort essays in mathematical finance
publisher Handelshögskolan i Stockholm, Finansiell Ekonomi (FI)
publishDate 2009
url http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-427
http://nbn-resolving.de/urn:isbn:978-91-7258-797-7
work_keys_str_mv AT murgociagatha essaysinmathematicalfinance
_version_ 1716509803937792000

Similar Items