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Jean-Luc Prigent has written 4 work(s)
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Product Description: Financial markets, the banking system, and the real estate, commodity and energy markets have, since 2007, been experiencing higher integration, more volatility and have undergone several shocks. More coordination is needed between G20 and market authorities...read more
Hardcover:
9781443833080 | Cambridge Scholars Pub, November 1, 2011, cover price $126.95 | About this edition: Financial markets, the banking system, and the real estate, commodity and energy markets have, since 2007, been experiencing higher integration, more volatility and have undergone several shocks.
Product Description: In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework, contains a precise overview of standard portfolio optimization, provides a review of the main results for static and dynamic cases, and shows how theoretical results can be applied to practical and operational portfolio optimization...read more
Hardcover:
9781584885788 | 1 edition (Chapman & Hall, May 7, 2007), cover price $109.95 | About this edition: In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory.
Product Description: A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals...read more
Paperback:
9783642076114 | Springer Verlag, August 1, 2003, cover price $229.00 | About this edition: A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets.
Product Description: A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals...read more (view table of contents, read Amazon.com's description)
Hardcover:
9783540423331 | Springer Verlag, August 1, 2003, cover price $229.00 | About this edition: A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets.
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