PORTFOLIO THEORY AND ARBITRAGE
Publisher: AMS
Published: 2021
Place of publication: [S.l.]
Language: eng
Format: [electronic resource]
ISBN-13: 9781470465971
Subjects: Portfolio management; Arbitrage; 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; Game theory, economics, social and behavioral sciences -- Mathematical finance -- Portfolio theory; Game theory, economics, social and behavioral sciences -- Mathematical finance -- Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems); 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; 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
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