The mathematics of insider trading

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dc.contributor.advisorOuwehand, Peteren_ZA
dc.contributor.authorChui, Chi Kinen_ZA
dc.date.accessioned2014-07-31T08:06:55Z
dc.date.available2014-07-31T08:06:55Z
dc.date.issued2008en_ZA
dc.descriptionIncludes abstract.
dc.descriptionIncludes bibliographical references (leaves 109-112).
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.en_ZA
dc.identifier.apacitationChui, C. K. (2008). <i>The mathematics of insider trading</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics. Retrieved from http://hdl.handle.net/11427/4873en_ZA
dc.identifier.chicagocitationChui, Chi Kin. <i>"The mathematics of insider trading."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2008. http://hdl.handle.net/11427/4873en_ZA
dc.identifier.citationChui, C. 2008. The mathematics of insider trading. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Chui, Chi Kin AB - Over 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. DA - 2008 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2008 T1 - The mathematics of insider trading TI - The mathematics of insider trading UR - http://hdl.handle.net/11427/4873 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/4873
dc.identifier.vancouvercitationChui CK. The mathematics of insider trading. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2008 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4873en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Mathematics and Applied Mathematicsen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherMathematics of Financeen_ZA
dc.titleThe mathematics of insider tradingen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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