AuthorKorn, Ralf
TitleOption pricing and portfolio optimization : modern methods of financial mathematics / Ralf Korn, Elke Korn
Imprint Providence, R.I. : American Mathematical Society, c2001
Descript xiv, 253 p. : ill. ; 27 cm

SUBJECT

  1. Options (Finance) -- Prices -- Mathematical models
  2. Portfolio management -- Mathematical models

LOCATIONCALL#STATUS
Science Library : Dept. of MathematicsHG6024.A3 O61k 2001 CHECK SHELVES
Science LibraryHG6024.A3 O61k 2001 CHECK SHELVES