Catálogo de publicaciones - libros

Palabras clave – provistas por la editorial

debt crisis; government debt management; optimal government debt ceiling; government debt ratio; stochastic control; decision analysis; risk management; Bayesian learning; Markowitz problem; optimal portfolio; portfolio selection; Markov additive processes; Markov regime switching market; Markovian jump securities; asymptotic arbitrage; complete market; multiple optimal stopping; general diffusion; real option analysis; energy imbalance market; optimal reinsurance; excess-of-loss reinsurance; Hamilton-Jacobi-Bellman equation; stochastic factor model; American options; least square method; derivatives pricing; binomial tree; stochastic interest rates; quadrinomial tree; insurance; unemployment; optimal stopping; geometric Brownian motion; martingale; free boundary problem; American call option; utility