Portfolio Optimizations in Incomplete Financial Markets by Walter Schachermayer

Portfolio Optimizations in Incomplete Financial Markets

Publications of the Scuola Normale Superiore

Walter Schachermayer

65 pages missing pub info (editions)

nonfiction mathematics medium-paced
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These Lecture Notes are based on a course given in June 2001 at the Cattedra Galileiana of Scuola Normale Superiore di Pisa. The course consisted of a short introduction into the basic concepts of Mathematical Finance, focusing on the notion of "n...

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