000 00691pam a2200181 a 4500
008 970811s1997 si a b 001 0 eng
020 _a9810232152
080 _a519.242.5
_bKOR
100 1 _aKorn, Ralf.
_95144
245 1 0 _aOptimal portfolios :
_bstochastic models for optimal investment and risk management in continuous time /
_cRalf Korn.
260 _aSingapore ;
_aRiver Edge, NJ :
_bWorld Scientific,
_cc1997.
300 _axi, 338 p. :
_bill. ;
650 0 _aPortfolio management
_xMathematical models.
_95145
650 0 _aOptions (Finance)
_xMathematical models.
_95146
650 0 _aRisk management
_xMathematical models.
_95147
650 0 _aStochastic processes.
942 _cBK
999 _c163248
_d163248