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

Enregistré dans:
Détails bibliographiques
Auteur principal: Mbigili, Lusungu Julius
Format: Thèse
Langue:anglais
Publié: University of Dar es Salaam 2024
Sujets:
Accès en ligne:https://scholar.mzumbe.ac.tz/handle/123456789/513
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
Description
Résumé: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