» Từ khóa: Stochastic Processes

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  • Stochastic optimization models in finance

    Stochastic optimization models in finance

    Stochastic optimization models in finance/ editors, William T. Ziemba, Raymond G. Vickson. -- 2006 ed. -- London: World Scientific, 2006. xxxv, 719p.; 24 cm Call no. : 332.0151922 S864 Talks about the portfolio theory and investment. This book contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems Sách có tại...

     24 p hcmute 31/10/2024 19 0

    Từ khóa: Finance, Mathematical optimization, Stochastic processes

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