Información del autor
Autor Robert J. Elliott |
Documentos disponibles escritos por este autor (4)
Refinar búsquedaAdvances in Mathematical Finance / SpringerLink (Online service) ; Michael C. Fu ; Robert A. Jarrow ; Ju-Yi J. Yen ; Robert J. Elliott (2007)
Título : Advances in Mathematical Finance Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Michael C. Fu ; Robert A. Jarrow ; Ju-Yi J. Yen ; Robert J. Elliott Editorial: Boston, MA : Birkhäuser Boston Fecha de publicación: 2007 Colección: Applied and Numerical Harmonic Analysis, ISSN 2296-5009 Número de páginas: XXVIII, 336 p Il.: online resource ISBN/ISSN/DL: 978-0-8176-4545-8 Idioma : Inglés (eng) Palabras clave: Mathematics Applied mathematics Engineering Economics, Mathematical Actuarial science Economic theory Macroeconomics Sciences Quantitative Finance Applications of Appl.Mathematics/Computational Methods Theory/Quantitative Economics/Mathematical Macroeconomics/Monetary Economics//Financial Economics Clasificación: 51 Matemáticas Resumen: This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday. Specific topics covered include: * Theory and application of the Variance-Gamma process * Lévy process driven fixed-income and credit-risk models, including CDO pricing * Numerical PDE and Monte Carlo methods * Asset pricing and derivatives valuation and hedging * Itô formulas for fractional Brownian motion * Martingale characterization of asset price bubbles * Utility valuation for credit derivatives and portfolio management Advances in Mathematical Finance is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering. Contributors: H. Albrecher, D. C. Brody, P. Carr, E. Eberlein, R. J. Elliott, M. C. Fu, H. Geman, M. Heidari, A. Hirsa, L. P. Hughston, R. A. Jarrow, X. Jin, W. Kluge, S. A. Ladoucette, A. Macrina, D. B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M.Yor, T. Zariphopoulou Nota de contenido: Variance-Gamma and Related Stochastic Processes -- The Early Years of the Variance-Gamma Process -- Variance-Gamma and Monte Carlo -- Some Remarkable Properties of Gamma Processes -- A Note About Selberg’s Integrals in Relation with the Beta-Gamma Algebra -- Itô Formulas for Fractional Brownian Motion -- Asset and Option Pricing -- A Tutorial on Zero Volatility and Option Adjusted Spreads -- Asset Price Bubbles in Complete Markets -- Taxation and Transaction Costs in a General Equilibrium Asset Economy -- Calibration of Lévy Term Structure Models -- Pricing of Swaptions in Affine Term Structures with Stochastic Volatility -- Forward Evolution Equations for Knock-Out Options -- Mean Reversion Versus Random Walk in Oil and Natural Gas Prices -- Credit Risk and Investments -- Beyond Hazard Rates: A New Framework for Credit-Risk Modelling -- A Generic One-Factor Lévy Model for Pricing Synthetic CDOs -- Utility Valuation of Credit Derivatives: Single and Two-Name Cases -- Investment and Valuation Under Backward and Forward Dynamic Exponential Utilities in a Stochastic Factor Model En línea: http://dx.doi.org/10.1007/978-0-8176-4545-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34548 Advances in Mathematical Finance [documento electrónico] / SpringerLink (Online service) ; Michael C. Fu ; Robert A. Jarrow ; Ju-Yi J. Yen ; Robert J. Elliott . - Boston, MA : Birkhäuser Boston, 2007 . - XXVIII, 336 p : online resource. - (Applied and Numerical Harmonic Analysis, ISSN 2296-5009) .
ISBN : 978-0-8176-4545-8
Idioma : Inglés (eng)
Palabras clave: Mathematics Applied mathematics Engineering Economics, Mathematical Actuarial science Economic theory Macroeconomics Sciences Quantitative Finance Applications of Appl.Mathematics/Computational Methods Theory/Quantitative Economics/Mathematical Macroeconomics/Monetary Economics//Financial Economics Clasificación: 51 Matemáticas Resumen: This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday. Specific topics covered include: * Theory and application of the Variance-Gamma process * Lévy process driven fixed-income and credit-risk models, including CDO pricing * Numerical PDE and Monte Carlo methods * Asset pricing and derivatives valuation and hedging * Itô formulas for fractional Brownian motion * Martingale characterization of asset price bubbles * Utility valuation for credit derivatives and portfolio management Advances in Mathematical Finance is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering. Contributors: H. Albrecher, D. C. Brody, P. Carr, E. Eberlein, R. J. Elliott, M. C. Fu, H. Geman, M. Heidari, A. Hirsa, L. P. Hughston, R. A. Jarrow, X. Jin, W. Kluge, S. A. Ladoucette, A. Macrina, D. B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M.Yor, T. Zariphopoulou Nota de contenido: Variance-Gamma and Related Stochastic Processes -- The Early Years of the Variance-Gamma Process -- Variance-Gamma and Monte Carlo -- Some Remarkable Properties of Gamma Processes -- A Note About Selberg’s Integrals in Relation with the Beta-Gamma Algebra -- Itô Formulas for Fractional Brownian Motion -- Asset and Option Pricing -- A Tutorial on Zero Volatility and Option Adjusted Spreads -- Asset Price Bubbles in Complete Markets -- Taxation and Transaction Costs in a General Equilibrium Asset Economy -- Calibration of Lévy Term Structure Models -- Pricing of Swaptions in Affine Term Structures with Stochastic Volatility -- Forward Evolution Equations for Knock-Out Options -- Mean Reversion Versus Random Walk in Oil and Natural Gas Prices -- Credit Risk and Investments -- Beyond Hazard Rates: A New Framework for Credit-Risk Modelling -- A Generic One-Factor Lévy Model for Pricing Synthetic CDOs -- Utility Valuation of Credit Derivatives: Single and Two-Name Cases -- Investment and Valuation Under Backward and Forward Dynamic Exponential Utilities in a Stochastic Factor Model En línea: http://dx.doi.org/10.1007/978-0-8176-4545-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34548 Ejemplares
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Título : Binomial Models in Finance Tipo de documento: documento electrónico Autores: John van der Hoek ; SpringerLink (Online service) ; Robert J. Elliott Editorial: New York, NY : Springer New York Fecha de publicación: 2006 Colección: Springer Finance, ISSN 1616-0533 Número de páginas: XIV, 306 p Il.: online resource ISBN/ISSN/DL: 978-0-387-31607-9 Idioma : Inglés (eng) Palabras clave: Statistics Economics, Mathematical Economic theory for Business/Economics/Mathematical Finance/Insurance Theory/Quantitative Economics/Mathematical Methods Quantitative Finance Clasificación: 51 Matemáticas Resumen: This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who wish to understand and apply financial models in the spreadsheet computing environment. The basic building block is the one-step binomial model where a known price today can take one of two possible values at the next time. In this simple situation, risk neutral pricing can be defined and the model can be applied to price forward contracts, exchange rate contracts, and interest rate derivatives. The simple one-period framework can then be extended to multi-period models. The authors show how binomial tree models can be constructed for several applications to bring about valuations consistent with market prices. The book closes with a novel discussion of real options. John van der Hoek is Senior Lecturer in Applied Mathematics at the University of Adelaide. He has developed courses in finance for a number of years at various levels and is a regular plenary speaker at major conferences on Quantitative Finance. Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary. He is the author of over 300 research papers and several books, including Mathematics of Financial Markets, Second Edition (with P. Ekkehard Kopp), Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and Measure Theory and Filtering: Theory and Applications (with Lakhdar Aggoun). He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications, and the Canadian Applied Mathematics Quarterly Nota de contenido: The Binomial Model for Stock Options -- The Binomial Model for Other Contracts -- Multiperiod Binomial Models -- Hedging -- Forward and Futures Contracts -- American and Exotic Option Pricing -- Path-Dependent Options -- The Greeks -- Dividends -- Implied Volatility Trees -- Implied Binomial Trees -- Interest Rate Models -- Real Options -- The Binomial Distribution -- An Application of Linear Programming -- Volatility Estimation -- Existence of a Solution -- Some Generalizations -- Yield Curves and Splines En línea: http://dx.doi.org/10.1007/0-387-31607-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34788 Binomial Models in Finance [documento electrónico] / John van der Hoek ; SpringerLink (Online service) ; Robert J. Elliott . - New York, NY : Springer New York, 2006 . - XIV, 306 p : online resource. - (Springer Finance, ISSN 1616-0533) .
ISBN : 978-0-387-31607-9
Idioma : Inglés (eng)
Palabras clave: Statistics Economics, Mathematical Economic theory for Business/Economics/Mathematical Finance/Insurance Theory/Quantitative Economics/Mathematical Methods Quantitative Finance Clasificación: 51 Matemáticas Resumen: This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who wish to understand and apply financial models in the spreadsheet computing environment. The basic building block is the one-step binomial model where a known price today can take one of two possible values at the next time. In this simple situation, risk neutral pricing can be defined and the model can be applied to price forward contracts, exchange rate contracts, and interest rate derivatives. The simple one-period framework can then be extended to multi-period models. The authors show how binomial tree models can be constructed for several applications to bring about valuations consistent with market prices. The book closes with a novel discussion of real options. John van der Hoek is Senior Lecturer in Applied Mathematics at the University of Adelaide. He has developed courses in finance for a number of years at various levels and is a regular plenary speaker at major conferences on Quantitative Finance. Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary. He is the author of over 300 research papers and several books, including Mathematics of Financial Markets, Second Edition (with P. Ekkehard Kopp), Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and Measure Theory and Filtering: Theory and Applications (with Lakhdar Aggoun). He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications, and the Canadian Applied Mathematics Quarterly Nota de contenido: The Binomial Model for Stock Options -- The Binomial Model for Other Contracts -- Multiperiod Binomial Models -- Hedging -- Forward and Futures Contracts -- American and Exotic Option Pricing -- Path-Dependent Options -- The Greeks -- Dividends -- Implied Volatility Trees -- Implied Binomial Trees -- Interest Rate Models -- Real Options -- The Binomial Distribution -- An Application of Linear Programming -- Volatility Estimation -- Existence of a Solution -- Some Generalizations -- Yield Curves and Splines En línea: http://dx.doi.org/10.1007/0-387-31607-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34788 Ejemplares
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Título : Hidden Markov Models in Finance : Further Developments and Applications, Volume II Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Rogemar S. Mamon ; Robert J. Elliott Editorial: Boston, MA : Springer US Fecha de publicación: 2014 Otro editor: Imprint: Springer Colección: International Series in Operations Research & Management Science, ISSN 0884-8289 num. 209 Número de páginas: XXII, 261 p. 47 illus., 39 illus. in color Il.: online resource ISBN/ISSN/DL: 978-1-4899-7442-6 Idioma : Inglés (eng) Palabras clave: Business Operations research Decision making Finance Probabilities and Management Operation Research/Decision Theory Finance, general Probability Stochastic Processes Clasificación: 658 Empresas. Organización de empresas Resumen: Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest areas of research for such applications to finance. This handbook offers systemic applications of different methodologies that have been used for decision making solutions to the financial problems of global markets. As the follow-up to the authors’ Hidden Markov Models in Finance (2007), this offers the latest research developments and applications of HMMs to finance and other related fields. Amongst the fields of quantitative finance and actuarial science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance policies with option-embedded features, investment strategies, commodity markets, energy, high-frequency trading, credit risk, numerical algorithms, financial econometrics and operational risk. Hidden Markov Models in Finance: Further Developments and Applications, Volume II presents recent applications and case studies in finance, and showcases the formulation of emerging potential applications of new research over the book’s 11 chapters. This will benefit not only researchers in financial modeling, but also others in fields such as engineering, the physical sciences and social sciences. Ultimately the handbook should prove to be a valuable resource to dynamic researchers interested in taking full advantage of the power and versatility of HMMs in accurately and efficiently capturing many of the processes in the financial market Nota de contenido: Robustification of an on-line EM algorithm for modelling asset prices within an HMM -- Stochastic volatility or stochastic central tendency: evidence from a hidden Markov model of the short-term interest rate -- An econometric model of the term structure of interest rates under regime-switching risk -- The LIBOR market model: a Markov-switching jump diffusion extension -- Exchange rates and net portfolio flows: a Markov-switching approach -- Hedging costs for variable annuities under regime-switching -- A stochastic approximation approach for trend-following trading -- A hidden Markov-modulated jump diffusion model for European option pricing -- An exact formula for pricing American exchange options with regime switching -- Parameter estimation in a weak hidden Markov model with independent drift and volatility -- Parameter estimation in a regime-switching model with non-normal noise En línea: http://dx.doi.org/10.1007/978-1-4899-7442-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35940 Hidden Markov Models in Finance : Further Developments and Applications, Volume II [documento electrónico] / SpringerLink (Online service) ; Rogemar S. Mamon ; Robert J. Elliott . - Boston, MA : Springer US : Imprint: Springer, 2014 . - XXII, 261 p. 47 illus., 39 illus. in color : online resource. - (International Series in Operations Research & Management Science, ISSN 0884-8289; 209) .
ISBN : 978-1-4899-7442-6
Idioma : Inglés (eng)
Palabras clave: Business Operations research Decision making Finance Probabilities and Management Operation Research/Decision Theory Finance, general Probability Stochastic Processes Clasificación: 658 Empresas. Organización de empresas Resumen: Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest areas of research for such applications to finance. This handbook offers systemic applications of different methodologies that have been used for decision making solutions to the financial problems of global markets. As the follow-up to the authors’ Hidden Markov Models in Finance (2007), this offers the latest research developments and applications of HMMs to finance and other related fields. Amongst the fields of quantitative finance and actuarial science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance policies with option-embedded features, investment strategies, commodity markets, energy, high-frequency trading, credit risk, numerical algorithms, financial econometrics and operational risk. Hidden Markov Models in Finance: Further Developments and Applications, Volume II presents recent applications and case studies in finance, and showcases the formulation of emerging potential applications of new research over the book’s 11 chapters. This will benefit not only researchers in financial modeling, but also others in fields such as engineering, the physical sciences and social sciences. Ultimately the handbook should prove to be a valuable resource to dynamic researchers interested in taking full advantage of the power and versatility of HMMs in accurately and efficiently capturing many of the processes in the financial market Nota de contenido: Robustification of an on-line EM algorithm for modelling asset prices within an HMM -- Stochastic volatility or stochastic central tendency: evidence from a hidden Markov model of the short-term interest rate -- An econometric model of the term structure of interest rates under regime-switching risk -- The LIBOR market model: a Markov-switching jump diffusion extension -- Exchange rates and net portfolio flows: a Markov-switching approach -- Hedging costs for variable annuities under regime-switching -- A stochastic approximation approach for trend-following trading -- A hidden Markov-modulated jump diffusion model for European option pricing -- An exact formula for pricing American exchange options with regime switching -- Parameter estimation in a weak hidden Markov model with independent drift and volatility -- Parameter estimation in a regime-switching model with non-normal noise En línea: http://dx.doi.org/10.1007/978-1-4899-7442-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35940 Ejemplares
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Título : Mathematics of Financial Markets Tipo de documento: documento electrónico Autores: Robert J. Elliott ; SpringerLink (Online service) ; P. Ekkehard Kopp Editorial: New York, NY : Springer New York Fecha de publicación: 2005 Colección: Springer Finance, ISSN 1616-0533 Número de páginas: XII, 354 p Il.: online resource ISBN/ISSN/DL: 978-0-387-22640-8 Idioma : Inglés (eng) Palabras clave: Mathematics Measure theory Economics, Mathematical Probabilities Statistics Quantitative Finance for Business/Economics/Mathematical Finance/Insurance Probability Theory and Stochastic Processes Integration Clasificación: 51 Matemáticas Resumen: This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is developed where it is needed. The new edition adds substantial material from current areas of active research, notably: a new chapter on coherent risk measures, with applications to hedging a complete proof of the first fundamental theorem of asset pricing for general discrete market models the arbitrage interval for incomplete discrete-time markets characterization of complete discrete-time markets, using extended models risk and return and sensitivity analysis for the Black-Scholes model The treatment remains careful and detailed rather than comprehensive, with a clear focus on options. From here the reader can progress to the current research literature and the use of similar methods for more exotic financial instruments. The text should prove useful to graduates with a sound mathematical background, ideally a knowledge of elementary concepts from measure-theoretic probability, who wish to understand the mathematical models on which the bewildering multitude of current financial instruments used in derivative markets and credit institutions is based. The first edition has been used successfully in a wide range of Master’s programs in mathematical finance and this new edition should prove even more popular in this expanding market. It should equally be useful to risk managers and practitioners looking to master the mathematical tools needed for modern pricing and hedging techniques. Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary, having held positions in mathematics at the University of Alberta, Hull, Oxford, Warwick, and Northwestern. He is the author of over 300 research papers and several books, including Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and, with Lakhdar Aggoun, Measure Theory and Filtering: Theory and Applications. He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications and the Canadian Applied Mathematics Quarterly. P. Ekkehard Kopp is Professor of Mathematics, and a former Pro-Vice-Chancellor, at the University of Hull. He is the author of Martingales and Stochastic Integrals, Analysis and, with Marek Capinski, of Measure, Integral and Probability. He is a member of the Editorial Board of Springer Finance. Nota de contenido: Pricing by Arbitrage -- Martingale Measures -- The First Fundamental Theorem -- Complete Markets -- Discrete-time American Options -- Continuous-Time Stochastic Calculus -- Continuous-Time European Options -- The American Put Option -- Bonds and Term Structure -- Consumption-Investment Strategies -- Measures of Risk En línea: http://dx.doi.org/10.1007/b97681 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35059 Mathematics of Financial Markets [documento electrónico] / Robert J. Elliott ; SpringerLink (Online service) ; P. Ekkehard Kopp . - New York, NY : Springer New York, 2005 . - XII, 354 p : online resource. - (Springer Finance, ISSN 1616-0533) .
ISBN : 978-0-387-22640-8
Idioma : Inglés (eng)
Palabras clave: Mathematics Measure theory Economics, Mathematical Probabilities Statistics Quantitative Finance for Business/Economics/Mathematical Finance/Insurance Probability Theory and Stochastic Processes Integration Clasificación: 51 Matemáticas Resumen: This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is developed where it is needed. The new edition adds substantial material from current areas of active research, notably: a new chapter on coherent risk measures, with applications to hedging a complete proof of the first fundamental theorem of asset pricing for general discrete market models the arbitrage interval for incomplete discrete-time markets characterization of complete discrete-time markets, using extended models risk and return and sensitivity analysis for the Black-Scholes model The treatment remains careful and detailed rather than comprehensive, with a clear focus on options. From here the reader can progress to the current research literature and the use of similar methods for more exotic financial instruments. The text should prove useful to graduates with a sound mathematical background, ideally a knowledge of elementary concepts from measure-theoretic probability, who wish to understand the mathematical models on which the bewildering multitude of current financial instruments used in derivative markets and credit institutions is based. The first edition has been used successfully in a wide range of Master’s programs in mathematical finance and this new edition should prove even more popular in this expanding market. It should equally be useful to risk managers and practitioners looking to master the mathematical tools needed for modern pricing and hedging techniques. Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary, having held positions in mathematics at the University of Alberta, Hull, Oxford, Warwick, and Northwestern. He is the author of over 300 research papers and several books, including Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and, with Lakhdar Aggoun, Measure Theory and Filtering: Theory and Applications. He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications and the Canadian Applied Mathematics Quarterly. P. Ekkehard Kopp is Professor of Mathematics, and a former Pro-Vice-Chancellor, at the University of Hull. He is the author of Martingales and Stochastic Integrals, Analysis and, with Marek Capinski, of Measure, Integral and Probability. He is a member of the Editorial Board of Springer Finance. Nota de contenido: Pricing by Arbitrage -- Martingale Measures -- The First Fundamental Theorem -- Complete Markets -- Discrete-time American Options -- Continuous-Time Stochastic Calculus -- Continuous-Time European Options -- The American Put Option -- Bonds and Term Structure -- Consumption-Investment Strategies -- Measures of Risk En línea: http://dx.doi.org/10.1007/b97681 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35059 Ejemplares
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