Essays in financial mathematics
| Autor: | Lindensjö, Kristoffer |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2013 |
| Předmět: |
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 |
| Druh dokumentu: | Doctoral Thesis<br />Text |
| Popis: | Diss. Stockholm : Handelshögskolan, 2013. Sammanfattning jämte 3 uppsatser. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
| Externí odkaz: |
|