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Portfolio theory and arbitrage : = a...

Karatzas, Ioannis,

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Portfolio theory and arbitrage : = a course in mathematical finance /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Portfolio theory and arbitrage :/ Ioannis Karatzas, Constantinos Kardaras.
Reminder of title:	a course in mathematical finance /
Author:	Karatzas, Ioannis,
other author:	Kardaras, Constantinos,
Description:	1 online resource (pages cm.)
Subject:	Portfolio management. -
Online resource:	https://www.ams.org/gsm/214
Online resource:	https://doi.org/10.1090/gsm/214
ISBN:	9781470465971 (online)

Portfolio theory and arbitrage : = a course in mathematical finance /
Karatzas, Ioannis,

Portfolio theory and arbitrage :a course in mathematical finance /[electronic resource] Ioannis Karatzas, Constantinos Kardaras. - 1 online resource (pages cm.) - Graduate Studies in Mathematics, v. 214.

Includes bibliographical references and index.

The market

Access is restricted to licensed institutions

"The pdf contains a draft title page, draft copyright page and a draft manuscript"--

Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2021

Mode of access : World Wide Web

ISBN: 9781470465971 (online)Subjects--Topical Terms:

646616
Portfolio management.

LC Class. No.: HG4529.5 / .K365 2021

Dewey Class. No.: 332.64/5

Portfolio theory and arbitrage : = a course in mathematical finance /
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050 0 0 $a HG4529.5 $b .K365 2021
082 0 0 $a 332.64/5 $2 23
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100 1 $a Karatzas, Ioannis, $e author. $3 3775828
245 1 0 $a Portfolio theory and arbitrage : $h [electronic resource] $b a course in mathematical finance / $c Ioannis Karatzas, Constantinos Kardaras.
263 $a 2108
264 1 $a Providence, Rhode Island : $b American Mathematical Society, $c [2021]
300 $a 1 online resource (pages cm.)
336 $a text $b txt $2 rdacontent
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490 0 $a Graduate Studies in Mathematics, $v v. 214
504 $a Includes bibliographical references and index.
505 0 0 $t The market $t Num{acute}eraires and market viability $t Financing optimization maximality $t Ramifications and extensions $t Elements of functional and convex analysis
506 1 $a Access is restricted to licensed institutions
520 $a "The pdf contains a draft title page, draft copyright page and a draft manuscript"-- $c Provided by publisher.
533 $a Electronic reproduction. $b Providence, Rhode Island : $c American Mathematical Society. $d 2021
538 $a Mode of access : World Wide Web
588 $a Description based on print version record.
650 0 $a Portfolio management. $3 646616
650 0 $a Arbitrage. $3 646738
650 7 $a 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. $2 msc $3 3775830
650 7 $a Game theory, economics, social and behavioral sciences -- Mathematical finance -- Portfolio theory. $2 msc $3 3775831
650 7 $a Game theory, economics, social and behavioral sciences -- Mathematical finance -- Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems). $2 msc $3 3775832
650 7 $a 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 $2 msc $3 3775833
650 7 $a 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. $2 msc $3 3775834
700 1 $a Kardaras, Constantinos, $d 1977- $e author. $3 3775829
776 0 $i Print version: $a Karatzas, Ioannis, $t Portfolio theory and arbitrage : $w (DLC) 2021008084 $x 1065-7339 $z 9781470460143
856 4 $3 Contents $u https://www.ams.org/gsm/214
856 4 $3 Contents $u https://doi.org/10.1090/gsm/214