On some mathematical aspects of dynamic financial analysis

Metadata Label Value
Author(s): Blum, Peter
Publisher: Unknown
Citation:

Blum, Peter. On some mathematical aspects of dynamic financial analysis. (2005). http://dx.doi.org/10.3929/ethz-a-004948972

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (139.40KB), Fulltext (12.94MB)
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Detailed Information

Metadata Description
Title On some mathematical aspects of dynamic financial analysis
Author(s) Blum, Peter
Publication Place Zürich
Publication Date 2005
Notes Diss., Mathematische Wissenschaften ETH Zürich, Nr. 15907, 2005
Language English
DOI http://dx.doi.org/10.3929/ethz-a-004948972
Subject(s) Operations Research
Keyword(s) COMPUTER APPLICATIONS IN FINANCE AND BANKING
MODELING OF SPECIFIC ASPECTS OF THE ECONOMY
STOCHASTIC APPROXIMATION
MONTE CARLO METHODS
STOCHASTICS
RISK ANALYSIS
Description File Name MIME Type Size
Abstract   eth-27853-01.pdf application/pdf 139.40KB
Fulltext   eth-27853-02.pdf application/pdf 12.94MB
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E-Collection record created: Sat, 19 Apr 2008, 02:58:41 CET