Nettbokhandelen for kjøp og salg av bøker.

Kom i gang

Lær å selge
Lær å kjøpe brukt
Kjøp pensumbøker
Logg inn eller registrer deg
Kjøp et gavekort
For forfattere

Kundeservice

Hjelp
Spor ordre
Brukervilkår
Personvernregler
Informasjonskapsler

Bookis

Om oss
Jobb hos oss!
Gi tilbakemelding
Sjangere

Kontakt oss

Rask levering med

Trygg betaling med

Visa
Mastercard
Vipps
Klarna

© 2026 Bookis AS

Norsk

Merton's portfolio optimization problem in a Black & Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type

Pocket • 2001 • Norsk Bokmål

Merton's portfolio optimization problem in a Black & Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type

Av Fred Espen Benth

0 vurderinger • 0.0 av 5

‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌

Om boken

Om boken

ISBN

9788255312857

Forlag

[Oslo] : [Department of Mathematics, University of Oslo]

Publiseringsår

2001

Språk

Norsk Bokmål

Originaltittel

Merton's portfolio optimization problem in a Black & Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type

Format

Pocket

Frakt og retur

Frakt

Brukte bøker sendes av selgeren. Forventet leveringstid etter pakken er sendt er 2-4 dager.

Returer

Kontakt selgeren etter levering.

Omtaler · 0

0 vurderinger • 0.0 av 5

Du vil kanskje også like

Economics, 13e

Economics, 13e

David K. H. Begg

equity asset valuation

equity asset valuation

pinto

Equity asset valuation workbook

Equity asset valuation workbook

Jerald e.

Financial markets and institutions

Financial markets and institutions

Frederic Mishkin

The Perfect Bet

The Perfect Bet

Adam Kucharski

Asset Pricing and Portfolio Choice Theory

Asset Pricing and Portfolio Choice Theory

Rice University) Back Kerry E. (J. Howard Creekmore Professor of Finance Jones School of Business

Introduction to probability models

Introduction to probability models

Sheldon M. Ross

Applied Multivariate Statistical Analysis

Applied Multivariate Statistical Analysis

Stock & Watson

Statistics Principles and methods

Statistics Principles and methods

Richard Eggenberger (Narad)

How to Gamble If You Must Inequalities for Stochastic Processes

How to Gamble If You Must Inequalities for Stochastic Processes

Lester E. Dubins

Economics of Strategy Sixth Edition

Economics of Strategy Sixth Edition

David Besanko

Statistics for Business and Economics

Statistics for Business and Economics

Newbold

Management science

Management science

ANDERSON MIRANDA

Options, Futures, and Other Derivatives

Options, Futures, and Other Derivatives

John, C.

The Missing Risk Premium Why Low Volatility Investing Works

The Missing Risk Premium Why Low Volatility Investing Works

Eric G. Falkenstein

Economics

Economics

David Begg

Introduction to Probability Models 10th Editi…

Introduction to Probability Models 10th Editi…

Sheldon M. Ross

Stochastic Calculus for Finance II

Stochastic Calculus for Finance II

Steven E. Shreve

Guide to financial markets

Guide to financial markets

Marc Levinson

Market Risk Analysis, Boxset

Market Risk Analysis, Boxset

Carol Alexander

Macroeconics

Macroeconics

Bert (Bert Ehgartner) Ehgartner

Further Mathematics for Economic Analysis

Further Mathematics for Economic Analysis

Knut Sydsæter, Peter Hammond, Atle Seierstad, and Arne Strøm

Stochastic Modeling of Electricity and Related Markets

Stochastic Modeling of Electricity and Related Markets

Fred Espen. Benth

Market Risk Analysis II

Market Risk Analysis II

Carol Alexander

Market Risk Analysis I

Market Risk Analysis I

Carol Alexander

Macroeconomics

Macroeconomics

Olivier (EDT) Julien

Economic and Financial Decisions Under Risk

Economic and Financial Decisions Under Risk

Louis Eeckhoudt

Option theory with stochastic analysis : an introduction to mathematical finance

Option theory with stochastic analysis : an introduction to mathematical finance

Fred Espen Benth

Real Options and Investment Under Uncertainty Classical Readings and Recent Contributions

Real Options and Investment Under Uncertainty Classical Readings and Recent Contributions

Eduardo S. Schwartz

Arbitrage Theory in Continuous Time

Arbitrage Theory in Continuous Time

Tomas Björk

Risk-Neutral Valuation Pricing and Hedging of Financial Derivatives

Risk-Neutral Valuation Pricing and Hedging of Financial Derivatives

Nicholas H. Bingham

Derivatives: Valuation and Risk Management

Derivatives: Valuation and Risk Management

David A. Aaker

Matematisk finans

Matematisk finans

Fred Espen Benth

Undergraduate econometrics

Undergraduate econometrics

Graeme. Bonham-Carter

Investments

Investments

William F. Sharpe

The Econometrics of Financial Markets

The Econometrics of Financial Markets

John Y. Campbell

Investment Under Uncertainty

Investment Under Uncertainty

Avinash K. Dixit, Robert S. Pindyck

Mathematics for Economists

Mathematics for Economists

Lawrence E. Blume, Carl P. Simon

Selected Chapters from Investment Analysis and Portfolio Management

Selected Chapters from Investment Analysis and Portfolio Management

Jerome Bernard Cohen