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

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