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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Stochastic calculus in finance. Stochastic differential equations. Portfolio optimization theory in continuous time. Continuous time market model.


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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