Essays in financial mathematics

Description

<p>Diss. Stockholm : Handelshögskolan, 2013. Sammanfattning jämte 3 uppsatser.</p>

Links & Downloads

1. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-2145
2. urn:isbn:978-91-7258-906-3 (pdf)

Tags

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

Additional Fields

Identifer	oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:hhs-2145
Date	January 2013
Creators	Lindensjö, Kristoffer
Publisher	Handelshögskolan i Stockholm, Institutionen för Finansiell ekonomi, Stockholm : Stockholm School of Economics
Source Sets	DiVA Archive at Upsalla University
Language	English
Detected Language	Swedish
Type	Doctoral thesis, comprehensive summary, info:eu-repo/semantics/doctoralThesis, text
Format	application/pdf
Rights	info:eu-repo/semantics/openAccess