Basics of Continuous-Time Portfolio Optimization
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Basics of Continuous-Time Portfolio Optimization
Basics of Continuous-Time Portfolio Optimization
-
- 0 Rating
- 0 Reviews
- 2 Students Enrolled
Requirements
- Knowledge of optimization, calculus and probability
General Overview
Description
• Introduction to the main solution methods in continuous-time portfolio optimization
• Showing you how to cope with technicalities
• Allowing you to set up and solve continuous-time portfolio problems
• Going beyond standard problems
• Setting the scene for climate and insurance applications
Recommended for you
Meet the instructors !
About the Instructor
Ralf Korn is head of the the financial mathematics group at the RPTU Kaiserslautern-Landau (formerly TU Kaiserslautern) and founder and longtime head of the department “Financial Mathematics” at Fraunhofer Institute for Industrial Mathematics (ITWM).