Optimal investment strategies with a Heath-Jarrow-Morton term structure of interest rates
Claus Munk; Carsten Sørensen
| Year of publication: |
1999
|
|---|---|
| Authors: | Munk, Claus ; Sørensen, Carsten |
| Publisher: |
Odense |
| Subject: | Betriebliche Investitionstheorie | Corporate investment theory | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Hedging | Theorie | Theory |
| Extent: | 20 |
|---|---|
| Series: | Publications from Department of Management. - Odense : Department of Management, SDU, Odense University, ISSN 0909-864X, ZDB-ID 2936202-7. - Vol. 1999,1 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001455583