كلية العلوم الرياضية والاحصاء

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Author: search.filters.author.Budoor Mohammed Abd Elati

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    Optimality Problem of Portfolio in an Incomplete Markets
    (Al Neelain University, 2015-07) Budoor Mohammed Abd Elati
    The main objective of this thesis is to study the optimal portfolio problem in incomplete markets. The problem of finding such optimal ponfolio is of connection to solve partial differential equations corresponding to the infinitesimal generator of the process describing the risky assets in the given markets.Is the method used to find the solution of the a rising partial differential equation is a viscosity concept .As an application for finding optimal portfolio a consumption problem is considered. Due to the incompleteness of the markets they the problem is challenging because the best strategy We aim will not be perfect.
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    Optimality Problem of Portfolio in an Incomplete Markets
    (جامعة النيلين, 2015) Budoor Mohammed Abd Elati
    Abstract The main objective of this thesis is to study the optimal portfolio problem in incomplete markets. The problem of finding such optimal portfolio is of connection to solve partial differential equations corresponding to the infinitesimal generator of the process describing the risky assets in the given markets.Is the method used to find the solution of the a rising partial differential equation is a viscosity concept .As an application for finding optimal portfolio a consumption problem is considered. Due to the incompleteness of the markets they the problem is challenging because the best strategy we aim will not be perfect. Abstract (Arabic) الهدف الرئيسي من هذه الرسالة هو د ا رسة مشكلة امثلية المحافظ المالية في الاسواق المالية غير المكتملة، مع د ا رسة قضية الاستهلاك الامثل هذه الد ا رسة تتطلب البحث عن حل للمعادلة التفاضلية المناظرة لمولد العملية المتناهية الصغر العشوائية التي تصف سعر الاسهم ذات المخاطرة. هذه المعادلات التفاضلية ترتبط بمسألة شروط وجود المحافظ المالية المطلوبة. هذه الشروط تؤطر لمجموعة من المتباينات )تفاضلية( تم د ا رستها و ايجاد الحل اللزج لها.
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    Optimality Problem of Portfolio in an Incomplete Markets
    (Al-Neelain University, 2015) Budoor Mohammed Abd Elati
    Abstract The main objective of this thesis is to study the optimal portfolio problem in incomplete markets. The problem of finding such optimal portfolio is of connection to solve partial differential equations corresponding to the infinitesimal generator of the process describing the risky assets in the given markets.Is the method used to find the solution of the a rising partial differential equation is a viscosity concept .As an application for finding optimal portfolio a consumption problem is considered. Due to the incompleteness of the markets they the problem is challenging because the best strategy we aim will not be perfect. Abstract (Arabic) الهدف الرئيسي من هذه الرسالة هو دراسة مشكلة امثلية المحافظ المالية في االسواق المالية غير المكتملة، مع دراسة قضية االستهالك االمثل هذه الدراسة تتطلب البحث عن حل للمعادلة التفاضلية المناظرة لمولد العملية المتناهية الصغر العشوائية التي تصف سعر االسهم ذات المخاطرة. هذه المعادالت التفاضلية ترتبط بمسألة شروط وجود المحافظ المالية المطلوبة. هذه الشروط تؤطر لمجموعة من المتباينات )تفاضلية( تم دراستها و ايجاد الحل اللزج لها.