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Background Material

  • Srdjan Stojanovic
Chapter

Abstract

In optimal portfolio theory, in derivative pricing and hedging theory, in equity valuation theory, in foreign exchange and foreign exchange derivatives theory, one has to model various underlying dynamic quantities – the underlying dynamics: prices of stocks, interest rates, dividends, various cash flows, and economic indicators.

Keywords

Interest Rate Brownian Motion Cash Flow Terminal Condition Future Price 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of CincinnatiCincinnatiUSA

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