Caroline Hillairet – författare
Visar alla böcker från författaren Caroline Hillairet. Handla med fri frakt och snabb leverans.
3 produkter
Portfolio Optimization with Different Information Flow
Av Ying Jiao, Caroline Hillairet
E-bok, 2017
1152 kr
Lägg i varukorg
Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of …
Portfolio Optimization with Different Information Flow
Av Caroline Hillairet, Ying Jiao
Inbunden, 2017
926 kr
Lägg i varukorg
Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of …
ARBITRAGE, CREDIT AND INFORMATIONAL RISKS
Av Hillairet Caroline, Caroline Hillairet m. fl.
Inbunden, 2014
1356 kr
Lägg i varukorg
This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the international financial crisis. The volume is split into …
