Advanced stochastic models, risk assessment, and portfolio optimization
Series: The Frank J. Fabozzi series Published by : Wiley ; | John Wiley, distributor], (Hoboken, N.J. : | [Chichester :) Physical details: xviii, 382 p.
Subject(s):
Stochastic processes.
|
Mathematical optimization.
|
Risk assessment
--
Mathematical models.
|
Portfolio management
--
Mathematical models.
|
Electronic books.
Year: 2008
Online resources:
-
http://site.ebrary.com/lib/rucke/Doc?id=10225448
- An electronic book accessible through the World Wide Web; click to view
No physical items for this record
Includes bibliographical references and index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
There are no comments on this title.