Karatzas, Ioannis,
Overview
| Works: | 7 works in 0 publications in 0 languages | |
|---|---|---|
Titles
Portfolio theory and arbitrage : = a course in mathematical finance /
by:
Karatzas, Ioannis,; Kardaras, Constantinos, (1977-)
(Electronic resources)
Subjects
Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic analysis [See also 58J65] -- Applications of stochastic ana
Arbitrage.
Portfolio management.
Game theory, economics, social and behavioral sciences -- Mathematical finance -- Portfolio theory.
Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic analysis [See also 58J65] -- Stochastic integrals.
Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic processes -- Martingales with continuous parameter.
Game theory, economics, social and behavioral sciences -- Mathematical finance -- Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems).