NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Essays in financial mathematics

Lindensjö, Kristoffer January 2013 (has links)
<p>Diss. Stockholm : Handelshögskolan, 2013. Sammanfattning jämte 3 uppsatser.</p>
Partial information
Utility maximization
Optimal investment and consumption
Stochastic control
Filtering theory
Portfolio theory
Derivative pricing
Option pricing
Jump-diffusion
Instantaneous forward rate curve
Futures contract
End of the month option
Timing option
Embedded options
Optimal stopping
Economics
Nationalekonomi

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