Essays about: "Oskar Isaksson"

Found 1 essay containing the words Oskar Isaksson.

  1. 1. AN INTRODUCTION TO MERTON'S PORTFOLIO PROBLEM

    University essay from KTH/Matematik (Inst.)

    Author : Daniel Isaksson; Oskar Kallur; [2014]
    Keywords : ;

    Abstract :   In financial mathematics, Merton's portfolio problem is a statement of an investor's problem to allocate his wealth between risk-free and risky assets as to optimize the growth. The purpose of this report is to introduce and explain the fundamental terms and mathematics included in the problem. READ MORE