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Department of Mathematics and Applied Mathematics
The mathematics of insider trading
Abstract
dc:description.abstractOver the past decade the research into the topic of incorporating non-market information has accelerated. This dissertation aims to serve as a monograph of the contemporary body of research to the insider problem, under a Brownian setting in a complete market.
Degree
thesis:*- Grantor dc:publisher.institution
- Department of Mathematics and Applied Mathematics
- Year dc:date.issued
- 2008
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Chui, Chi Kin
- Advisor dc:contributor.advisor
-
- Ouwehand, Peter
Rights
- Language dc:language.iso
- eng
Identifiers
dc:identifier.*- Handle dc:identifier.uri
- http://hdl.handle.net/11427/4873
- OAI identifier oai:identifier
- oai:open.uct.ac.za:11427/4873