Optimal portfolio management when stocks are driven by Mean-Reverting Processes

A dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science (Mathematical Modelling) of the University of Dar es Salaam

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Detalles Bibliográficos
Autor principal: Mbigili, Lusungu Julius
Formato: Tesis
Lenguaje:inglés
Publicado: University of Dar es Salaam 2024
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Acceso en línea:https://scholar.mzumbe.ac.tz/handle/123456789/513
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Sumario:A dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science (Mathematical Modelling) of the University of Dar es Salaam