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Download Option Pricing and Portfolio Optimization (Ralf Korn) by ['alonkfir'] in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Option Pricing and Portfolio Optimization (Ralf Korn)
This document provides an overview of a book on modern methods of financial mathematics. The book covers topics such as option pricing, portfolio optimization, and stochastic modeling of financial markets. It introduces key concepts like stochastic integration, change of measure, and stochastic control as needed for applications in finance. The book is intended as a textbook for a lecture course and provides mathematical foundations as well as examples and numerical methods.
Detailed Information
| Author: | ['alonkfir'] |
|---|---|
| Publication Year: | 2023 |
| Pages: | 6 |
| Language: | English |
| Format: | |
| Price: | FREE |
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