<--- Back to Details
First PageDocument Content
Mathematics / Mathematical analysis / Statistical theory / Law of large numbers / Stochastic processes / Stochastic portfolio theory / Equations / Probability distributions / Mathematical finance / Central limit theorem
Date: 2009-01-27 08:16:36
Mathematics
Mathematical analysis
Statistical theory
Law of large numbers
Stochastic processes
Stochastic portfolio theory
Equations
Probability distributions
Mathematical finance
Central limit theorem

Stable Models for the Distribution of Equity Capital Robert Fernholz INTECH One Palmer Square Princeton, NJ 08542

Add to Reading List

Source URL: www.istfin.eco.usi.ch

Download Document from Source Website

File Size: 496,09 KB

Share Document on Facebook

Similar Documents

7th General Advanced Mathematical Methods in Finance and Swissquote Conference 2015 September 7-10, 2015 SwissTech Convention Center, EPFL, Switzerland

7th General Advanced Mathematical Methods in Finance and Swissquote Conference 2015 September 7-10, 2015 SwissTech Convention Center, EPFL, Switzerland

DocID: 1xVN4 - View Document

Curriculum Vitæ of Paolo Pellizzari 1. General information Current position. Associate professor of “Mathematical methods for economics, finance and actuarial sciences”, Università Ca’ Foscari Venezia, since 2004

Curriculum Vitæ of Paolo Pellizzari 1. General information Current position. Associate professor of “Mathematical methods for economics, finance and actuarial sciences”, Università Ca’ Foscari Venezia, since 2004

DocID: 1uICs - View Document

The remarks below refer to: Fischer, T., 2012. No-arbitrage pricing under systemic risk: accounting for cross-  ownership. Mathematical Finance. doi: j00526.x

The remarks below refer to: Fischer, T., 2012. No-arbitrage pricing under systemic risk: accounting for cross- ownership. Mathematical Finance. doi: j00526.x

DocID: 1svKC - View Document

Stochastic Calculus and Applications to Mathematical Finance by GREG WHITE Mihai Stoiciu, Advisor

Stochastic Calculus and Applications to Mathematical Finance by GREG WHITE Mihai Stoiciu, Advisor

DocID: 1sq6N - View Document

The ETH Institute for Theoretical Studies (ETH-ITS) presents:  Workshop „Mathematical Finance beyond classical models“ September 16 – 18, 2015 Semper Aula HG G 60

The ETH Institute for Theoretical Studies (ETH-ITS) presents: Workshop „Mathematical Finance beyond classical models“ September 16 – 18, 2015 Semper Aula HG G 60

DocID: 1sk4d - View Document