Portfolio optimization in continuous time
Zoffoli, Giammario (A.A. 2016/2017) Portfolio optimization in continuous time. Tesi di Laurea in Mathematical methods for economics and finance, LUISS Guido Carli, relatore Fausto Gozzi, pp. 100. [Master's Degree Thesis]
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Abstract/Index
Stochastic calculus in finance. Stochastic differential equations. Portfolio optimization theory in continuous time. Continuous time market model.
References
Bibliografia: pp. 87-88.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Mathematical methods for economics and finance |
| Thesis Supervisor: | Gozzi, Fausto |
| Thesis Co-Supervisor: | Biagini, Sara |
| Academic Year: | 2016/2017 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 Nov 2017 09:29 |
| Last Modified: | 16 Nov 2017 09:29 |
| URI: | https://tesi.luiss.it/id/eprint/19781 |
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