Option pricing and portfolio optimization : modern methods of financial mathematics /

Bibliographic Details
Main Author:	Korn, Ralf
Other Authors:	Korn, Elke, 1962-
Format:	Book
Language:	English
Published:	Providence, R.I. : American Mathematical Society, [2001]
Series:	Graduate studies in mathematics ; v. 31.
Subjects:	Options (Finance) > Prices > Mathematical models. Portfolio management > Mathematical models.

Description
Physical Description:	xiv, 253 pages : illustrations ; 27 cm.
Bibliography:	Includes bibliographical references (pages 247-249) and index.
ISBN:	0821821237 (alk. paper)